Possibility/necessity-based probabilistic expectation models for linear programming problems with discrete fuzzy random variables

DOI10.3390/SYM9110254MaRDI QIDQ2333445zbMATH OpenOpenAlexFDO

Authors Hideki Katagiri, Kosuke Kato, Takeshi Uno

Publication date 13 November 2019

Published in Symmetry (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3390/sym9110254

zbMATH Keywords

discrete fuzzy random variableexpectation modellinear programmingnecessity measurePareto optimal solutionpossibility measure

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Linear programming (90C05) Stochastic programming (90C15) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

Review text

Summary: This paper considers linear programming problems (LPPs) where the objective functions involve discrete fuzzy random variables (fuzzy set-valued discrete random variables). New decision making models, which are useful in fuzzy stochastic environments, are proposed based on both possibility theory and probability theory. In multi-objective cases, Pareto optimal solutions of the proposed models are newly defined. Computational algorithms for obtaining the Pareto optimal solutions of the proposed models are provided. It is shown that problems involving discrete fuzzy random variables can be transformed into deterministic nonlinear mathematical programming problems which can be solved through a conventional mathematical programming solver under practically reasonable assumptions. A numerical example of agriculture production problems is given to demonstrate the applicability of the proposed models to real-world problems in fuzzy stochastic environments.

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Cited in

(4)

• An approach for linear programming under randomness and fuzziness: a case of discrete random variables with fuzzy probabilities
• On a fuzzy discretization of continuous distributions with applications to risk models
• scientific article; zbMATH DE number 2030572 (Why is no real title available?)
• A downside risk-averse model based on possibilistic lower partial moment for fuzzy random linear programming problems

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