A random fuzzy minimum spanning tree problem through a possibility-based value at risk model

  • Authors:
  • Hideki Katagiri;Kosuke Kato;Takashi Hasuike

  • Affiliations:
  • Faculty of Engineering, Hiroshima University, 1-4-1 Kagamiyama, Higashi-hiroshima, Hiroshima 739-8527, Japan;Faculty of Applied Information Science, Hiroshima Institute of Technology, 2-1-1 Miyake, Saeki-ku, Hiroshima 731-5193, Japan;Graduate School of Information Science and Technology, Osaka University, 2-1 Yamadaoka, Suita, Osaka 565-0871, Japan

  • Venue:
  • Expert Systems with Applications: An International Journal
  • Year:
  • 2012

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Abstract

This paper considers a minimum spanning tree problem under the situation where costs for constructing edges in a network include both fuzziness and randomness. In particular, this article focuses on the case that the edge costs are expressed by random fuzzy variables. A new decision making model based on a possibility measure and a value at risk measure is proposed in order to find a solution which fully reflects random and fuzzy information. It is shown that an optimal solution of the proposed model is obtained by a polynomial-time algorithm.