Dependent-chance programming: A class of stochastic optimization

被引：131

作者：

Liu, BD

机构：

[1] Department of Applied Mathematics, Tsinghua University

来源：

COMPUTERS & MATHEMATICS WITH APPLICATIONS | 1997年 / 34卷 / 12期

关键词：

stochastic programming; genetic algorithm; dependent-chance programming;

D O I：

10.1016/S0898-1221(97)00237-X

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper provides a theoretical framework of dependent-chance programming, as well as dependent-chance multiobjective programming and dependent-chance goal programming which are new types of stochastic optimization. A stochastic simulation based genetic algorithm is also designed for solving dependent-chance programming models.

引用

页码：89 / 104

页数：16

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