Optimisation under hybrid uncertainty

作者: M.K Luhandjula

DOI: 10.1016/J.FSS.2004.01.002

关键词:

摘要: Abstract Fuzzy Stochastic Optimisation is emerging as a subfield of Mathematical programming, the disciplinary matrix which consists analysis mathematical programs under fuzziness and randomness along with methods for solving them. The “primum movens” this paper to describe unifying methodological approach, that suitable finding satisfying solution program in presence fuzzy data random variables. Properties variables (FRVs) serve backdrop approach also lends itself better handling coefficients. For be somewhat self-contained, notion FRV briefly discussed synopsis provided. A systematically solved example aimed at illustrating proposed included.

参考文章(44)
S. T. Wierzchoń, Randomness and Fuzziness in a Linear Programming Problem Springer Berlin Heidelberg. pp. 227- 239 ,(1988) , 10.1007/978-3-642-46644-1_17
Hiroaki Ishii, Hideki Katagiri, LINEAR PROGRAMMING PROBLEM WITH FUZZY RANDOM CONSTRAINT Mathematica japonicae. ,vol. 52, pp. 123- 129 ,(2000)
Rudolf Kruse, Klaus Dieter Meyer, Statistics with vague data ,(1987)
Ana Colubi, J. S. Domínguez-Menchero, Miguel López-Díaz, Dan Ralescu, A _{}[0,1] representation of random upper semicontinuous functions Proceedings of the American Mathematical Society. ,vol. 130, pp. 3237- 3242 ,(2002) , 10.1090/S0002-9939-02-06429-8
Peter Kall, János Mayer, Stochastic Linear Programming ,(1975)
Marc Roubens, Jacques Teghem, Comparison of methodologies for fuzzy and stochastic multi-objective programming Fuzzy Sets and Systems. ,vol. 42, pp. 119- 132 ,(1991) , 10.1016/0165-0114(91)90093-6
Chao-Ming Hwang, A theorem of renewal process for fuzzy random variables and its application Fuzzy Sets and Systems. ,vol. 116, pp. 237- 244 ,(2000) , 10.1016/S0165-0114(98)00143-2
Rudolf Kruse, The strong law of large numbers for fuzzy random variables Information Sciences. ,vol. 28, pp. 233- 241 ,(1982) , 10.1016/0020-0255(82)90049-4
Madan L Puri, Dan A Ralescu, Fuzzy random variables Journal of Mathematical Analysis and Applications. ,vol. 114, pp. 409- 422 ,(1986) , 10.1016/0022-247X(86)90093-4