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Dependent-chance programming: A class of stochastic optimization |
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| Authors: | Baoding Liu |
| Affiliation: | Department of Applied Mathematics, Tsinghua University, Beijing 100084, P.R. China |
| Abstract: | 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. |
| Keywords: | Stochastic programming Genetic algorithm Dependent-chance programming |
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