The Genetic Algorithm based on Monte Carlo simulation by sampling both of objective and constraint function is presented for solving a class of stochastic programming.We can get the approximate optimal solution satisfying the requriement of accuracy through gradually increasing sample size and genetix evolutionary generations,discuss stopping crierion for iteration of the sample size to reduce the blindness of Monte Carlo stochastic simulationby statstical method,and give stopping crierion for iteration of the algorithm and the expressions of optimal solution.Numerical example is employed to demonstrate the effectiveness of the presented algorithm.
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贺冲.求解一类随机规划的Monte Carlo模拟方法[J].重庆工商大学学报(自然科学版),2012,29(6):30-35 HE Chong. Monte Carlo Simulation for Solving a Class of Stochastic Programming[J]. Journal of Chongqing Technology and Business University(Natural Science Edition),2012,29(6):30-35