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Journal of Intelligent Manufacturing

Erschienen in:

19.10.2014

Hybrid multilevel programming with uncertain random parameters

verfasst von: Hua Ke, Junjie Ma, Guangdong Tian

Erschienen in: Journal of Intelligent Manufacturing | Ausgabe 3/2017

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Abstract

Multilevel programming is developed for modeling decentralized decision-making processes. For different management requirements and risk tolerances of different-level decision-makers, the decision-making criteria applied in different levels cannot be always the same. In this paper, a hybrid multilevel programming model with uncertain random parameters based on expected value model (EVM) and dependent-chance programming (DCP), named as EVM–DCP hybrid multilevel programming, is proposed. The corresponding concepts of Nash equilibrium and Stackelberg–Nash equilibrium are given. For some special case, an equivalent crisp mathematical programming is proposed. An approach integrating uncertain random simulations, Nash equilibrium searching approach and genetic algorithm is designed. Finally, a numerical experiment of uncertain random supply chain pricing decision problem is given.

Vorheriger Artikel Uncertain expected utility function and its risk premium

Nächster Artikel Option pricing formulas for uncertain financial market based on the exponential Ornstein–Uhlenbeck model

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Titel: Hybrid multilevel programming with uncertain random parameters
verfasst von: Hua Ke
Junjie Ma
Guangdong Tian
Publikationsdatum: 19.10.2014
Verlag: Springer US
Erschienen in: Journal of Intelligent Manufacturing / Ausgabe 3/2017
Print ISSN: 0956-5515
Elektronische ISSN: 1572-8145
DOI: https://doi.org/10.1007/s10845-014-0985-5

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