ON SOLUTIONS AND DISTRIBUTION PROBLEMS OF THE LINEAR-PROGRAMMING WITHFUZZY RANDOM VARIABLE-COEFFICIENTS

This paper studies the solution method and distribution problems for t wo kinds of linear programming with fuzzy random variable coefficients . Some concepts of solutions (for example, the fuzzy (pseudo-) random optimization solution) are introduced for these new programming proble ms. We prove some equivalent theorems that transform the fuzzy random programming problems into a series of random programming problems. By using the simplex method of linear programming with random variable co efficients, we give the solution method of linear programming with fuz zy random variable coefficients. The formulas of probability distribut ion function, projective distribution function and expectation on thes e new programmings are presented.