Redefining chance-constrained programming in fuzzy environment

  • Authors:
  • Debjani Chakraborty

  • Affiliations:
  • Vinod Gupta School of Management, Indian Institute of Technology, Kharagpur, India

  • Venue:
  • Fuzzy Sets and Systems - Theme: Decision and optimization
  • Year:
  • 2002

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Abstract

This paper presents an alternative definition of probability of fuzzy event. In analogy to probability of nonfuzzy event we view probability of fuzzy event in terms of cumulative distribution of a random variable. A multi-objective imprecise-chance constrained programming problem has been defined here which is an extension of classical chance-constrained programming problem in fuzzy environment. An illustrative numerical example is given.