Chance constrained programming with fuzzy parameters

被引：622

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

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