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SOME PROPERTIES FOR FUZZY CHANCE CONSTRAINED PROGRAMMING | ||
| Iranian Journal of Fuzzy Systems | ||
| مقاله 2، دوره 8، شماره 4، دی 2011، صفحه 1-8 اصل مقاله (264.45 K) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22111/ijfs.2011.305 | ||
| نویسنده | ||
| Xiaohu Yang* | ||
| Department of Statistics, Xi'an University of Finance and Economics, Xi'an 710061, China | ||
| چکیده | ||
| Convexity theory and duality theory are important issues in math- ematical programming. Within the framework of credibility theory, this paper rst introduces the concept of convex fuzzy variables and some basic criteria. Furthermore, a convexity theorem for fuzzy chance constrained programming is proved by adding some convexity conditions on the objective and constraint functions. Finally, a duality theorem for fuzzy linear chance constrained pro- gramming is proved. | ||
| کلیدواژهها | ||
| Convexity theorem؛ Duality theorem؛ Fuzzy variable؛ Chance con- strained programming | ||
| مراجع | ||
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