Under the Value-at-Risk (VaR) criterion, this paper studies on the value of information and solution for two stage fuzzy random optimization problems. First, the value of perfect information (VPI) in VaR criterion is discussed by studying the difference of the wait-and-see (WS) solution and the here-and-now (HN) solution to the two-stage fuzzy random programming with VaR criterion. Then, the value of fuzzy random solution n (VFRS) in VaR is examined by investigating the difference of the HN solution and the random solution (RS), as well as the difference of HN solution and the expected value (EV) solution. Finally, a lower bound and an upper bound for the HN solution are derived.
|ホスト出版物のタイトル||2010 IEEE World Congress on Computational Intelligence, WCCI 2010|
|出版ステータス||Published - 2010|
|イベント||2010 6th IEEE World Congress on Computational Intelligence, WCCI 2010 - Barcelona|
継続期間: 2010 7 18 → 2010 7 23
|Other||2010 6th IEEE World Congress on Computational Intelligence, WCCI 2010|
|Period||10/7/18 → 10/7/23|
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