CHANCE-CONSTRAINED PROGRAMMING WITH FUZZY PARAMETERS

Authors
LIU BD IWAMURA K
Citation
Bd. Liu et K. Iwamura, CHANCE-CONSTRAINED PROGRAMMING WITH FUZZY PARAMETERS, Fuzzy sets and systems, 94(2), 1998, pp. 227-237
Citations number
14
Categorie Soggetti
Statistic & Probability",Mathematics,"Computer Science Theory & Methods","Statistic & Probability",Mathematics,"Computer Science Theory & Methods
Journal title
Fuzzy sets and systems → ACNP
ISSN journal
01650114
Volume
94
Issue
2
Year of publication
1998
Pages
227 - 237
Database
ISI
SICI code
0165-0114(1998)94:2<227:CPWFP>2.0.ZU;2-4
Abstract
This paper extends chance constrained programming from stochastic to f uzzy environments. Analogous to stochastic programming, some crisp equ ivalents of chance constraints in fuzzy environments are presented. We also propose a technique of fuzzy simulation for the chance constrain ts which are usually hard to be converted to their crisp equivalents. Finally, a fuzzy simulation based genetic algorithm is designed for so lving this kind of problems and some numerical examples are discussed. (C) 1998 Published by Elsevier Science B.V.