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A class of expected value bilevel programming problems with random coefficients based on rough approximation and its application to a production-inventory system. (English) Zbl 1278.90286
Summary: This paper focuses on the development of a bilevel optimization model with random coefficients for a production-inventory system. The expected value operator technique is used to deal with the objective function, and rough approximation is applied to convert the stochastic constraint into a crisp constraint. Then an interactive programming method and genetic algorithm are utilized to solve the crisp model. Finally, an application is given to show the efficiency of the proposed model and approaches in solving the problem.
MSC:
90C15Stochastic programming
90B05Inventory, storage, reservoirs
90C59Approximation methods and heuristics
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References:
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