ON FUZZY RANDOM LINEAR-PROGRAMMING

The fuzzy random linear programming having fuzzy random variable coeff icients and the decision vector of fuzzy pseudorandom variables is stu died. The first results show the fact that a fuzzy pseudorandom (resp. fuzzy random) optimization solution of a fuzzy random linear programm ing may be resolved into a series of pseudorandom (resp. random) optim ization solutions of relative random linear programmings. The subseque nt conclusions present methods that a fuzzy pseudorandom (resp. fuzzy random) optimization solution of a fuzzy random linear programming is structured by a class of pseudorandom (resp. random) optimization solu tions of relative random linear programmings. Finally, some theorems a re proved which solve the problems finding the fuzzy probability distr ibution function and fuzzy mathematical expectation of optimization va lue for a fuzzy random linear programming. These results reveal proper ties of a fuzzy random linear programming, and give the solution for a fuzzy random linear programming.