Risk management for fuzzy random MST problem based on conditional Value-at-Risk

Takashi Hasuike*, Hideki Katagiri

*この研究の対応する著者

研究成果: Conference contribution

1 被引用数 (Scopus)

抄録

This paper deals with a minimum spanning tree problem where each edge weight is a fuzzy random variable. In terms of risk management in order to avoid adverse impacts derived from uncertainty, conditional Value-at-Risk including a necessity measure for fuzziness is introduced as a risk measure. Furthermore, by performing the deterministic equivalent transformation, the proposed problem is transformed into an existing minimum spanning tree problem to apply polynomialtime algorithms, and a solution algorithm is developed to solve the proposed problem.

本文言語English
ホスト出版物のタイトル2011 International Conference on Information Science and Applications, ICISA 2011
DOI
出版ステータスPublished - 2011 7 18
外部発表はい
イベント2011 International Conference on Information Science and Applications, ICISA 2011 - Jeju Island, Korea, Republic of
継続期間: 2011 4 262011 4 29

出版物シリーズ

名前2011 International Conference on Information Science and Applications, ICISA 2011

Other

Other2011 International Conference on Information Science and Applications, ICISA 2011
国/地域Korea, Republic of
CityJeju Island
Period11/4/2611/4/29

ASJC Scopus subject areas

  • コンピュータ サイエンスの応用
  • 情報システム

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