Optimization of Insuring Critical Path Problem with Uncertain Activity Duration Times
نویسندگان
چکیده
In fuzzy decision systems, we model insuring critical path problem by two-stage risk-aversion fuzzy programming. For the proposed two-stage insuring critical path problem, we first define three solution concepts, expected value solution, wait-and-see solution and here-and-now solution, then introduce the value of perfect information of value-at-risk (VaRVPI) and the value of the fuzzy solution of value-at-risk (VaRVFS). When activity duration times are continuous fuzzy variables, we adopt fuzzy simulation to turn the original insuring critical path problem into its approximate optimization problem. After that, we solve the approximate insuring critical path problem by hybrid algorithm, which combines dynamic programming method and genetic algorithm (GA). Finally, we report some computational results to illustrate the credibility of the developed modeling idea and the effectiveness of the designed algorithm. c ⃝2013 World Academic Press, UK. All rights reserved.
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