Fuzzy subsets of the space of probability measures and expected value of fuzzy variable
Fuzzy Sets and Systems
A two-stage programming approach for water resources management under randomness and fuzziness
Environmental Modelling & Software
Computers and Industrial Engineering
A single-period inventory model with fuzzy random variable demand
Mathematical and Computer Modelling: An International Journal
International Journal of Fuzzy System Applications
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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.