Chance constrained programming with fuzzy parameters

被引：606

作者：

Liu, BD

Iwamura, K ^{[1
]}

机构：

[1] Josai Univ, Dept Math, Sakado, Saitama 35002, Japan

[2] Tsing Hua Univ, Dept Appl Math, Beijing 100084, Peoples R China

来源：

FUZZY SETS AND SYSTEMS | 1998年 / 94卷 / 02期

关键词：

fuzzy programming; fuzzy number; fuzzy simulation; genetic algorithm;

D O I：

10.1016/S0165-0114(96)00236-9

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

This paper extends chance constrained programming from stochastic to fuzzy environments. Analogous to stochastic programming, some crisp equivalents of chance constraints in fuzzy environments are presented. We also propose a technique of fuzzy simulation for the chance constraints which are usually hard to be converted to their crisp equivalents. Finally, a fuzzy simulation based genetic algorithm is designed for solving this kind of problems and some numerical examples are discussed. (C) 1998 Published by Elsevier Science B.V.

引用

页码：227 / 237

页数：11

共 50 条

[1] A Fuzzy Goal Programming Method for Solving Chance Constrained Programming with Fuzzy Parameters
Biswas, Animesh
Modak, Nilkanta
[J]. CONTROL, COMPUTATION AND INFORMATION SYSTEMS, 2011, 140 : 187 - 196
[2] Chance Constrained Programming Models for Constrained Shortest Path Problem with Fuzzy Parameters
Dursun, Pinar
Bozdag, Erhan
[J]. JOURNAL OF MULTIPLE-VALUED LOGIC AND SOFT COMPUTING, 2014, 22 (4-6) : 599 - 618
[3] Chance-Constrained Goal Programming Models with Random and Fuzzy Parameters
Feng, Yuan
[J]. PROCEEDINGS OF THE EIGHTH INTERNATIONAL CONFERENCE ON INFORMATION AND MANAGEMENT SCIENCES, 2009, 8 : 555 - 559
[4] Chance constrained programming with fuzzy parameters for refinery crude oil scheduling problem
Cao, Cuiwen
Gu, Xingsheng
[J]. FUZZY SYSTEMS AND KNOWLEDGE DISCOVERY, PROCEEDINGS, 2006, 4223 : 1010 - 1019
[5] Chance-constrained programming models for capital budgeting with NPV as fuzzy parameters
Huang, Xiaoxia
[J]. JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2007, 198 (01) : 149 - 159
[6] On solving chance constrained programming problems involving uniform distribution with fuzzy parameters
Biswas, Animesh
Modak, Nilkanta
[J]. INTELLIGENT DECISION TECHNOLOGIES-NETHERLANDS, 2013, 7 (02): : 151 - 159
[7] Quadratic Fuzzy Bilevel Chance Constrained Programming with Parameters Following Weibull Distribution
Biswas, Animesh
De, Arnab Kumar
[J]. SWARM, EVOLUTIONARY, AND MEMETIC COMPUTING, PT II (SEMCCO 2013), 2013, 8298 : 406 - 418
[8] Fuzzy random chance-constrained programming
Liu, BD
[J]. IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2001, 9 (05) : 713 - 720
[9] SOME PROPERTIES FOR FUZZY CHANCE CONSTRAINED PROGRAMMING
Yang, X.
[J]. IRANIAN JOURNAL OF FUZZY SYSTEMS, 2011, 8 (04): : 1 - 8
[10] Nonlinear fuzzy chance constrained programming problem
Panda G.
Dash J.K.
[J]. OPSEARCH, 2014, 51 (2) : 270 - 279

← 1 2 3 4 5 →