Fuzzy programming with recourse

  • Authors:
  • Yian-Kui Liu

  • Affiliations:
  • College of Mathematics and Computer Science, Hebei University, Baoding, Hebei, P.R. China

  • Venue:
  • International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
  • Year:
  • 2005

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Abstract

In this study, we deal with the optimization methodology in fuzzy decision-making systems. The issue of convergence for sequences of integrable fuzzy variables is discussed. Based on credibility theory, a new class of fuzzy programming--two-stage fuzzy programming or fuzzy programming with recourse problem is introduced, and a discussion about basic properties of the recourse problems is included. To solve the two-stage fuzzy programming problems, a heuristic solution method, which combines fuzzy simulations, genetic algorithm and neural network, is proposed, and the convergence of approximating a recourse functions is proved. We provide three numerical examples to illustrate the feasibility and effectiveness of the designed algorithm.