Fuzzy random chance-constrained programming

  • Authors:
  • Baoding Liu

  • Affiliations:
  • Dept. of Math. Sci., Tsinghua Univ., Beijing

  • Venue:
  • IEEE Transactions on Fuzzy Systems
  • Year:
  • 2001

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Abstract

By fuzzy random programming, we mean the optimization theory dealing with fuzzy random decision problems. This paper presents a new concept of chance of fuzzy random events, and constructs a general framework of fuzzy random chance-constrained programming. We also design a spectrum of fuzzy random simulations for computing uncertain functions arising in the area of fuzzy random programming. To speed up the process of handling uncertain functions, we train a neural network to approximate uncertain functions based on the training data generated by fuzzy random simulation. Finally, we integrate the fuzzy random simulation, neural network, and genetic algorithm to produce a more powerful and effective hybrid intelligent algorithm for solving fuzzy random programming models and illustrate its effectiveness by some numerical examples