Title: Genetic algorithm approach for solving multi-objective fuzzy stochastic programming problem

Authors: Sanjay Dutta; Srikumar Acharya; Rajashree Mishra

Addresses: Department of Mathematics, School of Applied Sciences, KIIT University, Bhubaneswar, India ' Department of Mathematics, School of Applied Sciences, KIIT University, Bhubaneswar, India ' Department of Mathematics, School of Applied Sciences, KIIT University, Bhubaneswar, India

Abstract: This paper is concerned with the solution procedure of a multi-objective fuzzy stochastic optimisation problem by simulation-based genetic algorithm. In this article, a multi-objective fuzzy chance constrained programming problem is considered with continuous fuzzy random variables. The uncertain parameters are considered as fuzzy normal and fuzzy log-normal random variables. The feasibilities of the fuzzy chance constraints are checked by the fuzzy stochastic programming with the genetic process without deriving the deterministic equivalents. The proposed procedure is illustrated by a numerical example.

Keywords: fuzzy stochastic programming; multi-objective programming; fuzzy chance constrained programming; fuzzy random variables; FRVs; genetic algorithm.

DOI: 10.1504/IJMOR.2017.085377

International Journal of Mathematics in Operational Research, 2017 Vol.11 No.1, pp.1 - 28

Received: 09 Jul 2015
Accepted: 03 Oct 2015
Published online: 25 Jul 2017 *

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