Dependent-chance goal programming and its genetic algorithm based approach

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	Dependent-chance goal programming and its genetic algorithm based approach
	Liu, BD
	1996-10-01
发表期刊	MATHEMATICAL AND COMPUTER MODELLING
ISSN	0895-7177
卷号	24 期号:7 页码:43-52
摘要	This paper develops a general formulation of dependent-chance goal programming (DCGP) which is an extension of stochastic goal programming in a complex stochastic system, and gives an example of water allocation and supply to show the application of DCGP. A genetic algorithm based approach is also presented to solve such a model. DCGP is available to the systems in which there are multiple stochastic inputs and multiple outputs with their own reliability levels. The characteristic of DCGP is that the chances of some probabilistic goals are dependent, i.e., the goals cannot be considered in isolation or converted to their deterministic equivalents. Finally, Monte Carlo simulation is also discussed for calculating the chance functions in complex stochastic constraints.
关键词	stochastic programming goal programming dependent-chance goal programming genetic algorithm
语种	英语
WOS研究方向	Computer Science ; Mathematics
WOS类目	Computer Science, Interdisciplinary Applications ; Computer Science, Software Engineering ; Mathematics, Applied
WOS记录号	WOS:A1996VN51000004
出版者	PERGAMON-ELSEVIER SCIENCE LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/28818
专题	中国科学院数学与系统科学研究院
作者单位	CHINESE ACAD SCI,INST SYST SCI,BEIJING 100080,PEOPLES R CHINA
推荐引用方式 GB/T 7714	Liu, BD. Dependent-chance goal programming and its genetic algorithm based approach[J]. MATHEMATICAL AND COMPUTER MODELLING,1996,24(7):43-52.
APA	Liu, BD.(1996).Dependent-chance goal programming and its genetic algorithm based approach.MATHEMATICAL AND COMPUTER MODELLING,24(7),43-52.
MLA	Liu, BD."Dependent-chance goal programming and its genetic algorithm based approach".MATHEMATICAL AND COMPUTER MODELLING 24.7(1996):43-52.