| Article ID: | iaor19992028 |
| Country: | Netherlands |
| Volume: | 101 |
| Issue: | 1 |
| Start Page Number: | 193 |
| End Page Number: | 203 |
| Publication Date: | Aug 1997 |
| Journal: | European Journal of Operational Research |
| Authors: | Iwamura Kakuzo, Liu Baoding |
| Keywords: | programming: goal, programming: multiple criteria |
This paper further discusses the techniques of dependent-chance programming, dependent-chance multiobjective programming and dependent-chance goal programming. Some illustrative examples are provided to show how to model complex stochastic decision systems by using dependent-chance programming and how to solve these models by employing a Monte Carlo simulation based genetic algorithm.