[1]XIAO Ning,ZENG Jian-chao.An efficient algorithm for solving stochastic expected value models[J].CAAI Transactions on Intelligent Systems,2008,3(3):279-282.
Copy
CAAI Transactions on Intelligent Systems[ISSN 1673-4785/CN 23-1538/TP] Volume:
3
Number of periods:
2008 3
Page number:
279-282
Column:
学术论文—人工智能基础
Public date:
2008-06-25
- Title:
-
An efficient algorithm for solving stochastic expected value models
- Author(s):
-
XIAO Ning; ZENG Jian-chao
-
Division of System Simulation & Computer Application; Taiyuan University of Science and Technology; Taiyuan 030024; China
-
- Keywords:
-
stochastic programming; stochastic expected value models; particle swarm optimization; random simulation
- CLC:
-
0221.5
- DOI:
-
-
- Abstract:
-
The stochastic expected value model is a class of stochastic programming problems with wide applicability.In order to find a more effective algorithm for solving these problems,we used random simulations to approach the stochastic function in particle swarm optimization,obtaining an estimation of the degree of fitness and verifying the feasibility of the solution.Finally,results of simulations show the correctness and effectiveness of this algorithm.