Genetic algorithm approach for solving multi-objective fuzzy stochastic programming problem.
Sanjay DuttaSrikumar AcharyaRajashree MishraPublished in: Int. J. Math. Oper. Res. (2017)
Keyphrases
- multi objective
- stochastic programming
- genetic algorithm
- multistage
- decision making under uncertainty
- multi objective optimization
- evolutionary algorithm
- chance constrained
- fuzzy logic
- linear program
- objective function
- particle swarm optimization
- asset liability management
- risk averse
- multiple objectives
- fuzzy sets
- nsga ii
- fitness function
- multi objective optimization problems
- pareto optimal
- fuzzy rules
- optimization problems
- membership functions
- bi objective
- fuzzy numbers
- linear programming
- robust optimization
- artificial intelligence
- neural network
- differential evolution
- combinatorial optimization
- integer program
- control system
- optimal solution
- theoretical framework
- learning algorithm