Solving fuzzy (stochastic) linear programming problems using superiority and inferiority measures
From MaRDI portal
Publication:881856
DOI10.1016/j.ins.2006.12.001zbMath1128.90061MaRDI QIDQ881856
Publication date: 18 May 2007
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ins.2006.12.001
fuzzy linear programming; fuzzy random variable; superiority; fuzzy stochastic linear programming; inferiority
90C15: Stochastic programming
90C70: Fuzzy and other nonstochastic uncertainty mathematical programming
Related Items
Interactive multiobjective fuzzy random programming through the level set-based probability model, On some optimisation models in a fuzzy-stochastic environment, Supremum metric on the space of fuzzy sets and common fixed point theorems for fuzzy mappings, Solving a full fuzzy linear programming using lexicography method and fuzzy approximate solution, Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients
Cites Work
- Fuzziness and randomness in an optimization framework
- Linear programming problems and ranking of fuzzy numbers
- Two-phase approach for solving the fuzzy linear programming problems
- Unsolved problems in geometry
- On fuzzy stochastic optimization
- Ranking and defuzzification methods based on area compensation
- A class of fuzzy random optimization: Expected value models.
- Ranking fuzzy numbers based on decomposition principle and signed distance.
- Estimating the expected value of fuzzy random variables in the stratified random sampling from finite populations
- Random fuzzy dependent-chance programming and its hybrid intelligent algorithm
- Optimisation under hybrid uncertainty
- Value at risk methodology under soft conditions approach (fuzzy-stochastic approach)
- Linear programming with fuzzy coefficients in constraints
- Linear programming with fuzzy variables
- On the equivalence of two optimization methods for fuzzy linear programming problems
- Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
- A suggested approach for possibility and necessity dominance indices in stochastic fuzzy linear programming
- Fuzzy random programming with equilibrium chance constraints
- Mixed fuzzy-probabilistic programming approach for multiobjective engineering optimization with random variables
- Fuzzy linear programming based on statistical confidence interval and interval-valued fuzzy set
- Fuzzy linear programming using a penalty method.
