Three-objective fuzzy chance-constrained programming model for multiproject and multi-item investment combination
文献类型：期刊论文
| 作者 | Xu, Bin1,2; Fang, Weiguo2; Shi, Ruifeng3; Yu, Jing4; Liu, Lu2 |
| 刊名 | Information sciences
 |
| 出版日期 | 2009-02-15 |
| 卷号 | 179期号:5页码:623-641 |
| 关键词 | Multiproject-multiple-item Investment combination Fuzzy chance-constrained Nsga-ii |
| ISSN号 | 0020-0255 |
| DOI | 10.1016/j.ins.2008.10.031 |
| 通讯作者 | Xu, bin(zhuohongxubin@hotmail.com) |
| 英文摘要 | This paper presents a new fuzzy chance-constrained programming model to find the solution for multiproject and multi-item investment combination in investment combination problems. the proposed 0-1 integer programming model has three objectives with fuzzy constraints, and nsga-ii is applied to solve the optimization model with a small modification of the constraint-handling rule. a simulation experiment illustrating the application of the proposed model is presented and pareto-optimal solutions are obtained through a modified nsga-ii algorithm. a comparison among nsga-ii, pso, and de shows that modified nsga-ii has some advantages over pso and de. (c) 2008 elsevier inc. all rights reserved. |
| WOS关键词 | SET-THEORY ; OPTIMIZATION ; ENTROPY ; MARKET ; SYSTEM ; RULES ; RISK |
| WOS研究方向 | Computer Science |
| WOS类目 | Computer Science, Information Systems |
| 语种 | 英语 |
| WOS记录号 | WOS:000262768400016 |
| 出版者 | ELSEVIER SCIENCE INC |
| URI标识 | http://www.irgrid.ac.cn/handle/1471x/2403705 |
| 专题 | 中国科学院大学 |
| 通讯作者 | Xu, Bin |
| 作者单位 | 1.Cent Univ Finance & Econ, Sch Accountancy, Beijing 100081, Peoples R China 2.Beihang Univ, Sch Econ & Management, Beijing 100083, Peoples R China 3.N China Elect Power Univ, Dept Automat, Beijing 102206, Peoples R China 4.Chinese Acad Sci, Res Ctr Fictitious Econ & Data Sci, Beijing 100083, Peoples R China |
| 推荐引用方式 GB/T 7714 | Xu, Bin,Fang, Weiguo,Shi, Ruifeng,et al. Three-objective fuzzy chance-constrained programming model for multiproject and multi-item investment combination[J]. Information sciences,2009,179(5):623-641. |
| APA | Xu, Bin,Fang, Weiguo,Shi, Ruifeng,Yu, Jing,&Liu, Lu.(2009).Three-objective fuzzy chance-constrained programming model for multiproject and multi-item investment combination.Information sciences,179(5),623-641. |
| MLA | Xu, Bin,et al."Three-objective fuzzy chance-constrained programming model for multiproject and multi-item investment combination".Information sciences 179.5(2009):623-641. |
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来源：中国科学院大学
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