The expected value models on Sugeno measure space

DOI10.1016/J.IJAR.2009.03.008MaRDI QIDQ962916zbMATH OpenOpenAlexFDO

Authors Ming-Hu Ha, Hong Zhang, Witold Pedrycz, Hong-Jie Xing

Publication date 7 April 2010

Published in International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ijar.2009.03.008

zbMATH Keywords

\(g_\lambda\) random variableoptimizationSugeno expected value modelSugeno measure

Mathematics Subject Classification ID

Fuzzy measure theory (28E10) Stochastic programming (90C15) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

Review text

Stochastic programming is the earliest and most familiar approach for optimization problems under uncertainty. Based on probability, possibility and credibility measures, [see \textit{B. Liu}, Uncertainty theory. Berlin: Springer (2004; Zbl 1072.28012)] other approaches for optimization under uncertainty are proposed. The authors especially discuss optimization problems where the uncertainty is modeled by the Sugeno measure \(g_\lambda\) which for \(\lambda = 0\) reduces to a probability measure. First they develop a probability-like theory in a so called Sugeno measure space, with \(g_\lambda\) random variables, their distribution functions, with the notions of independence and expectation, with laws of large numbers a.s.o. Then they discuss the so-called Sugeno expected value model (SEVM) where a given expected objective function is to be minimized subject to some expected constraints. To find an approximate solution of the SEVM ideas of Sugeno random number generation and Sugeno simulation are presented along with a hybrid approach.

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Cited in

(4)

• The expected value of the squared cophenetic metric under the Yule and the uniform models
• On distorted probabilities and \(m\)-separable fuzzy measures
• Expected value models on quasi-probability space
• Moment estimation inequalities based on \(g_{\lambda}\) random variable on Sugeno measure space

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