Particle Swarm Optimization Applied to a Stochastic Optimization Problem
Fanguo He, Chunzhao Liu · 2010
This paper investigates an uncertainty optimization problem with stochastic variables. The method of stochastic simulation is used to deal with the uncertain functions. For solving this stochastic model efficiently, a hybrid particle swarm optimization (PSO) algorithm integrated neural network is formulated. Finally, some numerical examples are presented to illustrate the effectiveness of the proposed algorithm.