Application of Heuristic Methods to Solve Dynamic Models with Stochastic Parameters

Abstract:

The article presents the application of the classical genetic algorithm and the pattern search method to solve a dynamic model with stochastic parameters. The combination of these two algorithms is based on the fact that a solution obtained from the classical genetic algorithm is used as the input data of the pattern search method. A four-year model of plant production with stochastic parameters of the objective function was used for optimization.

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