Credibilistic Risk Optimization Models and Algorithms

被引：35
|
作者：
Dong, Wen
Peng, Jin
机构：
来源：
PROCEEDINGS OF THE 2009 INTERNATIONAL CONFERENCE ON COMPUTATIONAL INTELLIGENCE AND NATURAL COMPUTING, VOL I | 2009年
关键词：
D O I：
10.1109/CINC.2009.81
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
Risk optimization is a very important issue in decision making. In this paper, some credibilistic risk optimization models and algorithms are presented. Firstly, we recall some definitions and results of value-at-risk in credibilistic risk analysis. Secondly, we propose some risk optimization models by means of fuzzy programming, or more precisely, credibilistic programming. Thirdly, hybrid intelligent algorithms are designed to solve the proposed risk optimization models. Finally, some numerical examples are illustrated.
引用
收藏
页码：378 / 381
页数：4
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