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Uncertain random multilevel programming with application to production control problem. (English) Zbl 1364.90236
Summary: 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.

MSC:
90C15 Stochastic programming
90B30 Production models
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