机构地区: 武汉大学水利水电学院水资源与水电工程科学国家重点实验室
出 处: 《运筹与管理》 2010年第5期34-38,共5页
摘 要: 针对随机多目标规划问题中目标函数含有连续型随机变量的情形,设计一种基于概率有效性意义下的区间交互过程,将概率有效性与多目标问题理想点进行有机结合,有效辅助决策者寻求愿意承受的风险水平,并进行决策,简化了随机多目标优化问题。最后通过实例说明该交互过程的作用。 In this paper,I bring forward an interval interactive process about the continuous random parameters of stochastic multiobjective programming problems,which is based on the probability of the effectiveness.The process combines the concept of probability efficiency for stochastic problems with the reference point philosophy for deterministic problems,and helps the decision maker to discover the risk he is willing to run,and also simplifies the random multiobjective programming problems.Finally,the function of interval interactive algorithm is showed with an example.