Birandom variables and birandom programming

Birandom variables and birandom programming

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Article ID: iaor20083439
Country: Netherlands
Volume: 53
Issue: 3
Start Page Number: 433
End Page Number: 453
Publication Date: Oct 2007
Journal: Computers & Industrial Engineering
Authors: ,
Keywords: heuristics: genetic algorithms
Abstract:

The emphasis of this paper is to introduce a novel concept of birandom variable and to exhibit the framework of birandom programming. The so-called birandom variable is a measurable mapping from a probability space to a collection of random variables. Based on this definition, the expected value operator of birandom variable and chance measures of birandom event are further introduced. As a generalized scenario of stochastic programming, a spectrum of birandom programming models are developed to deal with birandom systems. To solve the proposed models, birandom simulations are presented and then a hybrid intelligent algorithm is designed by embedding neural networks into genetic algorithm. Finally, some numerical experiments are provided to illustrate the effectiveness of the algorithm.

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