On Fuzzy Random-Valued Optimization

• 作者: Monga K. Luhandjula
• 来源期刊: 美国运筹学期刊(英文)
• 学科: 数学
• 关键词: FUZZY RANDOM VARIABLES RANDOM SETS FUZZY stochastic OPTIMIZATION under.
• 年，卷（期）: 2011,（4）
• 页码范围: 259-267
• 页数: 9页
• 分类号: O1

摘要

In this paper, we propose a novel approach for Fuzzy random-valued Optimization. The main idea behind our approach consists of taking advantage of interplays between fuzzy random variables and random sets in a way to get an equivalent stochastic program. This helps avoiding pitfalls due to severe oversimplification of the reality. We consider a numerical example that shows the efficiency of the proposed method.