An equilibrium chance-constrained multiobjective programming model with birandom parameters and its application to inventory problem. (English) Zbl 1397.90354

Tao, Zhimiao; Xu, Jiuping

J. Appl. Math. 2013, Article ID 382620, 12 p. (2013).

Summary: An equilibrium chance-constrained multiobjective programming model with birandom parameters is proposed. A type of linear model is converted into its crisp equivalent model. Then a birandom simulation technique is developed to tackle the general birandom objective functions and birandom constraints. By embedding the birandom simulation technique, a modified genetic algorithm is designed to solve the equilibrium chance-constrained multiobjective programming model. We apply the proposed model and algorithm to a real-world inventory problem and show the effectiveness of the model and the solution method.

MSC:

90C29	Multi-objective and goal programming
90C33	Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
90C15	Stochastic programming