Birandom variables and birandom programming

  • Authors:
  • Jin Peng;Baoding Liu

  • Affiliations:
  • Institute of Uncertain Systems, College of Mathematical and Information Sciences, Huanggang Normal University, Hubei 438000, China;Uncertainty Theory Laboratory, Department of Mathematical Sciences, Tsinghua University, Beijing 100084, China

  • Venue:
  • Computers and Industrial Engineering
  • Year:
  • 2007

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Abstract

The emphasis of this paper is to introduce a novel concept of birandom variable and to exhibit the framework of birandom programming. The so-called birandom variable is a measurable mapping from a probability space to a collection of random variables. Based on this definition, the expected value operator of birandom variable and chance measures of birandom event are further introduced. As a generalized scenario of stochastic programming, a spectrum of birandom programming models are developed to deal with birandom systems. To solve the proposed models, birandom simulations are presented and then a hybrid intelligent algorithm is designed by embedding neural networks into genetic algorithm. Finally, some numerical experiments are provided to illustrate the effectiveness of the algorithm.