Stochastic simulation-based genetic algorithm for chance constraint programming problems with continuous random variables

In this article, we present a stochastic simulation-based genetic algorithm for solving chance constraint programming problems, where the random variables involved in the parameters follow any continuous distribution. Generally, deriving the deterministic equivalent of a chance constraint is very di...

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Bibliographic Details

Published in:	International journal of computer mathematics Vol. 81; no. 9; pp. 1069 - 1076
Main Authors:	Jana, R. K., Biswal, M. P.
Format:	Journal Article
Language:	English
Published:	Taylor & Francis 01.09.2004
Subjects:	Chance constraint Continuous random variable Genetic algorithm Stochastic programming Stochastic simulation
ISSN:	0020-7160, 1029-0265
Online Access:	Get full text
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