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Genetic algorithm approach for solving multi-objective fuzzy stochastic programming problem

International Journal of Mathematics in Operational Research. 2017. Vol. 11. No. 1. P. 1–28.
Dutta S.

This paper is concerned with the solution procedure of a multi-objective fuzzy stochastic optimisation problem by simulation-based genetic algorithm. In this article, a multi-objective fuzzy chance constrained programming problem is considered with continuous fuzzy random variables. The uncertain parameters are considered as fuzzy normal and fuzzy log-normal random variables. The feasibilities of the fuzzy chance constraints are checked by the fuzzy stochastic programming with the genetic process without deriving the deterministic equivalents. The proposed procedure is illustrated by a numerical example.

Language: English
DOI
Text on another site
Keywords: fuzzy random variablesFuzzy stochastic programmingMulti-objective programmingGenetic Algorithmfuzzy chance constrained programming
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