Genetic algorithm approach for solving multi-objective fuzzy stochastic programming problem

Sanjay Dutta, Srikumar Acharya and Rajashree Mishra

International Journal of Mathematics in Operational Research, 2017, vol. 11, issue 1, 1-28

Abstract: This paper is concerned with the solution procedure of a multi-objective fuzzy stochastic optimisation problem by simulation-based genetic algorithm. In this article, a multi-objective fuzzy chance constrained programming problem is considered with continuous fuzzy random variables. The uncertain parameters are considered as fuzzy normal and fuzzy log-normal random variables. The feasibilities of the fuzzy chance constraints are checked by the fuzzy stochastic programming with the genetic process without deriving the deterministic equivalents. The proposed procedure is illustrated by a numerical example.

Keywords: fuzzy stochastic programming; multi-objective programming; fuzzy chance constrained programming; fuzzy random variables; FRVs; genetic algorithm. (search for similar items in EconPapers)
Date: 2017
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