MINIMAX CHANCE-CONSTRAINED PROGRAMMING-MODELS FOR FUZZY DECISION SYSTEMS

The existing chance constrained programming for fuzzy decision systems is essentially a kind of maximax models (optimistic models) which max imize the maximum possible return. This paper presents a spectrum of m inimax models as opposed to maximax models based on chance constrained programming as-well as chance constrained multiobjective programming and chance constrained goal programming, in which the minimax models w ill select the alternative that provides the best of the worst possibl e return. Finally, a fuzzy simulation based genetic algorithm will be designed for solving minimax models and illustrated by some numerical examples. (C) 1998 Elsevier Science Inc. All rights reserved.