Robust expectation optimization model using the possibility measure for the fuzzy random programming problem

Takashi Hasuike, Hiroaki Ishii

Research output: Chapter in Book/Report/Conference proceedingConference contribution

6 Citations (Scopus)

Abstract

This paper considers an expectation optimization model using a possibility measure to the objective function in the fuzzy random programming problem, based on possibilistic programming and stochastic programming. The main fuzzy random programming problem is not a well-defined problem due to including random variables and fuzzy numbers. Therefore, in order to solve it analytically, a criterion for goal of objective function is set and the chance constraint are introduced. Then, considering decision maker's subjectivity and flexibility of the original plan, a fuzzy goal for each objective function is introduced. Furthermore, this paper considers that the occurrence probability of each scenario has ambiguity, and is represented as an interval value. Considering this interval of probability, a robust expectation optimization problem is proposed. Main problem is transformed into the deterministic equivalent linear programming problem, and so the analytical solution method extending previous solution approaches is constructed.

Original languageEnglish
Title of host publicationApplications of Soft Computing
Subtitle of host publicationFrom Theory to Praxis
PublisherSpringer Verlag
Pages285-294
Number of pages10
ISBN (Print)9783540896180
DOIs
Publication statusPublished - 2009

Publication series

NameAdvances in Intelligent and Soft Computing
Volume58
ISSN (Print)1867-5662

ASJC Scopus subject areas

  • Computer Science(all)

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  • Cite this

    Hasuike, T., & Ishii, H. (2009). Robust expectation optimization model using the possibility measure for the fuzzy random programming problem. In Applications of Soft Computing: From Theory to Praxis (pp. 285-294). (Advances in Intelligent and Soft Computing; Vol. 58). Springer Verlag. https://doi.org/10.1007/978-3-540-89619-7_28