New approach for uncertain random multi-objective program-ming problems based on CESD criterion

• 作者: SUN Yun WANG Ying MENG Xiangfei FU Chaoqi LUO Chengkun
• 来源期刊: 系统工程与电子技术（英文版）
• 年，卷（期）: 2021,（3）
• 所属期刊栏目: SYSTEMS ENGINEERING
• 页码范围: 619-630
• 页数: 12页
• 语种: 英文
• DOI: 10.23919/JSEE.2021.000053

摘要

To overcome the defects that the traditional ap-proach for multi-objective programming under uncertain ran-dom environment(URMOP)neglects the randomness and uncer-tainty of the problem and the volatility of the results,a new ap-proach is proposed based on expected value-standard devi-ation value criterion(CESD criterion).Firstly,the effective solution to the URMOP problem is defined;then,by applying sequence relationship between the uncertain random variables,the UR-MOP problem is transformed into a single-objective program-ming(SOP)under uncertain random environment(URSOP),which are transformed into a deterministic counterpart based on the CESD criterion.Then the validity of the new approach is proved that the optimal solution to the SOP problem is also effi-cient for the URMOP problem;finally,a numerical example and a case application are presented to show the effectiveness of the new approach.