Stochastic simulation-based genetic algorithm for chance constrained fractional programming problem

DOI10.1504/IJOR.2010.034359MaRDI QIDQ604791zbMATH OpenFDO

Authors A. Udhayakumar, Vincent Charles, V. Rhymend Uthariaraj

Publication date 12 November 2010

Published in International Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

random variablesgenetic algorithmsstochastic programmingstochastic simulationchance constraint programminggascontinuous distributionchance constrained fractional programming

Mathematics Subject Classification ID

Fractional programming (90C32) Approximation methods and heuristics in mathematical programming (90C59) Stochastic programming (90C15)

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(9)

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• Stochastic simulation based genetic algorithm for chance constraint programming problems with some discrete random variables
• Stochastic simulation-based genetic algorithm for chance constraint programming problems with continuous random variables
• Genetic algorithm for chance constrained reliability stochastic optimisation problems
• A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic
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