Hybrid multilevel programming with uncertain random parameters

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• 作者：Hua Ke ; Junjie Ma ; Guangdong Tian
• 关键词：Multilevel programming ; Uncertain variable ; Uncertain random programming ; Dependent ; chance programming ; Expected value model
• 刊名：Journal of Intelligent Manufacturing
• 出版年：2017
• 出版时间：March 2017
• 年：2017
• 卷：28
• 期：3
• 页码：589-596
• 全文大小：
• 刊物类别：Business and Economics
• 刊物主题：Production; Manufacturing, Machines, Tools; Control, Robotics, Mechatronics;
• 出版者：Springer US
• ISSN：1572-8145
• 卷排序：28

文摘

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.