Stochastic simulation-based genetic algorithm for chance constraint programming problems with continuous random variables

DOI10.1080/03057920412331272144zbMath1056.65058OpenAlexW2090927268MaRDI QIDQ4823346

No author found.

Publication date: 27 October 2004

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

Full work available at URL: https://doi.org/10.1080/03057920412331272144

zbMATH Keywords

stochastic programminggenetic algorithmstochastic simulationchance constraintcontinuous random variable

Mathematics Subject Classification ID

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

Related Items (3)

Genetic based fuzzy goal programming for multiobjective chance constrained programming problems with continuous random variables ⋮ A novel approach to solve multi-objective fuzzy stochastic bilevel programming using genetic algorithm ⋮ Genetic algorithm-based fuzzy goal programming for class of chance-constrained programming problems

Uses Software

• Mathematica

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Probabilistic linear programming problems with exponential random variables: a technical note
• Contributions to the theory of stochastic programming
• A Stochastic Programming Model
• Chance Constrained Programming with Joint Constraints

This page was built for publication: Stochastic simulation-based genetic algorithm for chance constraint programming problems with continuous random variables