MODELING STOCHASTIC DECISION SYSTEMS USING DEPENDENT-CHANCE PROGRAMMING

Authors
LIU BD IWAMURA K
Citation
Bd. Liu et K. Iwamura, MODELING STOCHASTIC DECISION SYSTEMS USING DEPENDENT-CHANCE PROGRAMMING, European journal of operational research, 101(1), 1997, pp. 193-203
Citations number
12
Categorie Soggetti
Management,"Operatione Research & Management Science","Operatione Research & Management Science
Journal title
European journal of operational research → ACNP
ISSN journal
03772217
Volume
101
Issue
1
Year of publication
1997
Pages
193 - 203
Database
ISI
SICI code
0377-2217(1997)101:1<193:MSDSUD>2.0.ZU;2-O
Abstract
This paper further discusses the techniques of dependent-chance progra mming, dependent-chance multiobjective programming and dependent-chanc e goal programming. Some illustrative examples are provided to show ho w to model complex stochastic decision systems by using dependent-chan ce programming and how to serve these models by employing a Monte Carl o simulation based genetic algorithm. (C) 1997 Elsevier Science B.V.