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Hybrid multilevel programming with uncertain random parameters
DOI:10.1007/s10845-014-0985-5.png)
摘要
En 中文
Multilevel programming is developed for modeling decentralized decision-making processes. For different management requirements and risk tolerances of different-level decision-makers, the decision-making criteria applied in different levels cannot be always the same. In this paper, a hybrid multilevel programming model with uncertain random parameters based on expected value model (EVM) and dependent-chance programming (DCP), named as EVM-DCP hybrid multilevel programming, is proposed. The corresponding concepts of Nash equilibrium and Stackelberg-Nash equilibrium are given. For some special case, an equivalent crisp mathematical programming is proposed. An approach integrating uncertain random simulations, Nash equilibrium searching approach and genetic algorithm is designed. Finally, a numerical experiment of uncertain random supply chain pricing decision problem is given.
Keyword:
Multilevel programming
Uncertain variable
Uncertain random programming
Dependent-chance programming
Expected value model
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期刊
IF:
7.4
论文数:
3.5K
被引数:
1.1W
机构
引用论文
Uncertain random multilevel programming with application to production control problem
SOFT COMPUTING
IF2.5

