| 随机多目标规划区间交互过程及其应用 |
| |
| 引用本文： | 丁咏梅,邵东国.随机多目标规划区间交互过程及其应用[J].运筹与管理,2010,19(5). |
| |
| 作者姓名： | 丁咏梅 邵东国 |
| |
| 作者单位： | 1. 武汉大学水资源与水电工程科学国家重点实验室,湖北武汉430072;武汉科技大学系统科学研究中心,湖北武汉430065
2. 武汉大学水资源与水电工程科学国家重点实验室,湖北武汉,430072 |
| |
| 基金项目： | 国家自然科学基金资助项目，湖北省自然科学基金计划重大资金资助项目 |
| |
| 摘 要： | 针对随机多目标规划问题中目标函数含有连续型随机变量的情形,设计一种基于概率有效性意义下的区间交互过程,将概率有效性与多目标问题理想点进行有机结合,有效辅助决策者寻求愿意承受的风险水平,并进行决策,简化了随机多目标优化问题。最后通过实例说明该交互过程的作用。
|
| 关 键 词： | 随机多目标规划 区间交互过程 Pareto有效解 |
Interval Interactive Process and its Application of Stochastic Multiobjective Program |
| |
| DING Yong-mei,SHAO Dong-guo.Interval Interactive Process and its Application of Stochastic Multiobjective Program[J].Operations Research and Management Science,2010,19(5). |
| |
| Authors: | DING Yong-mei SHAO Dong-guo |
| |
| Institution: | DING Yong-mei,SHAO Dong-guo(1.Key Laboratory of Water Resources and Hydropower Engineering Science,Wuhan University,Wuhan 430072,China,2.Research Centre of System Science,Wuhan University of Science and Technology,Wuhan 430065,China) |
| |
| Abstract: | In this paper,I bring forward an interval interactive process about the continuous random parameters of stochastic multiobjective programming problems,which is based on the probability of the effectiveness.The process combines the concept of probability efficiency for stochastic problems with the reference point philosophy for deterministic problems,and helps the decision maker to discover the risk he is willing to run,and also simplifies the random multiobjective programming problems.Finally,the function o... |
| |
| Keywords: | stochastic multiobjective program interval interactive algorithm Pareto efficient solution |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
