Admixture chance constrained programming and application in production planning

In this paper, the method of admixture chance constrained programming was researched in order to deal with the uncertainties in the complex systems. The concept of the grey uncertain programming was put forward through working over the existing uncertain programming theory (stochastic programming and fuzzy programming). As using stochastic simulation and fuzzy simulation to resolve the problem in complex stochastic programming and fuzzy programming, the concept and method of grey simulation was advanced in this paper through theoretically inducing and calculation verifying, which provide a solution method for the grey chance constrained programming. Based on the stochastic simulation and grey simulation, genetic algorithm can be used to get the best result. Finally, the method is used to solve the production planning problem which includes uncertain parameters, and the validity of the method is verified by simulation results.