Abstract
For modeling decentralized decision-making problems with uncertain random parameters, an uncertain random multilevel programming is proposed. For some special case, an equivalent crisp mathematical programming to the established uncertain random programming is presented. A searching method by integrating uncertain random simulations, neural network, and genetic algorithm is produced to search the quasi-optimal solution under some decision-making criterion. Finally, the proposed uncertain random multilevel programming is applied to a production control problem.
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Acknowledgments
The work was partly supported by the National Natural Science Foundation of China (71371141, 71001080, 71101027), the Humanities and Social Science Foundation of the Ministry of Education of China (10YJC63021), and the Fundamental Research Funds for the Central Universities.
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Communicated by V. Loia.
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Ke, H., Su, T. & Ni, Y. Uncertain random multilevel programming with application to production control problem. Soft Comput 19, 1739–1746 (2015). https://doi.org/10.1007/s00500-014-1361-2
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DOI: https://doi.org/10.1007/s00500-014-1361-2