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
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
收藏
页码:227 / 237
页数:11
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