DEPENDENT-CHANCE PROGRAMMING - A CLASS OF STOCHASTIC OPTIMIZATION

Authors
LIU BD
Citation
Bd. Liu, DEPENDENT-CHANCE PROGRAMMING - A CLASS OF STOCHASTIC OPTIMIZATION, Computers & mathematics with applications, 34(12), 1997, pp. 89-104
Citations number
17
Journal title
Computers & mathematics with applications → ACNP
ISSN journal
08981221
Volume
34
Issue
12
Year of publication
1997
Pages
89 - 104
Database
ISI
SICI code
0898-1221(1997)34:12<89:DP-ACO>2.0.ZU;2-F
Abstract
This paper provides a theoretical framework of dependent-chance progra mming, as well as dependent-chance multiobjective programming and depe ndent-chance goal programming which are new types of stochastic optimi zation. A stochastic simulation based genetic algorithm is also design ed for solving dependent-chance programming models.