Optimization of Stochastic System Using Genetic Algorithm and Simulation

This paper presents a new method to find a optimal solution for stochastic system. This method uses Genetic Algorithm(GA) and simulation. GA is used to search for new alternative and simulation is used to evaluate alternative. The stochastic system has one or more random variables as inputs. Random inputs lead to random outputs. Since the outputs are random, they can be considered only as estimates of the true characteristics of they system. These estimates could greatly differ from the corresponding real characteristics for the system. We need multiple replications to get reliable information on the system. And we have to analyze output data to get a optimal solution. It requires too much computation to be practical. We address the problem of reducing computation. The procedure on this paper use GA character, an iterative process, to reduce the number of replications. The same chromosomes could exit in post and present generation. Computation can be reduced by using the information of the same chromosomes which exist in post and present current generation.