随机期望值模型的适应值预测差分进化算法

摘要

The stochastic expected value model is a kind of stochastic programming problems with a wide appli-cation background.For this problem, a fitness estimation strategy for differential evolution algorithm is proposed , which has fitness estimation strategy , stochastic simulation technology and combing differential evolution algorithm . Finally, numerical results of the simulation example show the effectiveness and feasibility of the algorithm .%随机期望值模型是一类有着广泛应用背景的随机规划问题。针对此问题，提出了一种基于适应值预测的差分进化算法，该算法主要是把适应值预测技术、随机模拟技术与差分进化算法结合。最后，通过实例仿真，数值结果表明所提出的算法是有效的和可行的。