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Hybrid multilevel programming with uncertain random parameters

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Abstract

Multilevel programming is developed for modeling decentralized decision-making processes. For different management requirements and risk tolerances of different-level decision-makers, the decision-making criteria applied in different levels cannot be always the same. In this paper, a hybrid multilevel programming model with uncertain random parameters based on expected value model (EVM) and dependent-chance programming (DCP), named as EVM–DCP hybrid multilevel programming, is proposed. The corresponding concepts of Nash equilibrium and Stackelberg–Nash equilibrium are given. For some special case, an equivalent crisp mathematical programming is proposed. An approach integrating uncertain random simulations, Nash equilibrium searching approach and genetic algorithm is designed. Finally, a numerical experiment of uncertain random supply chain pricing decision problem is given.

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Acknowledgments

The work was partly supported by the National Natural Science Foundation of China (71371141, 71001080, 71103128), and the Fundamental Research Funds for the Central Universities.

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Authors and Affiliations

  1. School of Economics and Management, Tongji University, Shanghai, 200092, China

    Hua Ke

  2. School of Law, Tongji University, Shanghai, 200092, China

    Junjie Ma

  3. Transportation College, Northeast Forestry University, Harbin, 150040, China

    Guangdong Tian

Authors
  1. Hua Ke
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  2. Junjie Ma
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  3. Guangdong Tian
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Correspondence to Junjie Ma.

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Ke, H., Ma, J. & Tian, G. Hybrid multilevel programming with uncertain random parameters. J Intell Manuf 28, 589–596 (2017). https://doi.org/10.1007/s10845-014-0985-5

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  • DOI: https://doi.org/10.1007/s10845-014-0985-5

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