Stochastic simulation based genetic algorithm for chance constraint programming problems with some discrete random variables

DOI10.1080/0020716042000272584zbMath1063.65045OpenAlexW4237484346MaRDI QIDQ4652851

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Publication date: 28 February 2005

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0020716042000272584

zbMATH Keywords

numerical examplestochastic programminggenetic algorithmstochastic simulationdiscrete random variableschance constraint

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

Related Items (2)

Genetic algorithm-based fuzzy goal programming for class of chance-constrained programming problems ⋮ Stochastic simulation based genetic algorithm for chance constraint programming problems with some discrete random variables

Uses Software

• Mathematica

Cites Work

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• Nonnormal deterministic equivalents and a transformation in stochastic mathematical programming
• Probabilistic linear programming problems with exponential random variables: a technical note
• Chance-Constrained Programming
• A Research Bibliography in Stochastic Programming, 1955–1975
• Stochastic simulation based genetic algorithm for chance constraint programming problems with some discrete random variables
• Contributions to the theory of stochastic programming
• A Stochastic Programming Model
• Chance Constrained Programming with Joint Constraints
• Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints

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