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The approximation method for two-stage fuzzy random programming with recourse
DOI:10.1109/TFUZZ.2006.890671.png)
摘要
En 中文
In this paper, a new class of fuzzy random optimization problem called two-stage fuzzy random programming or fuzzy random programming with recourse (FRPR) problem is first presented; then its deterministic equivalent programming problem is characterized. Because the FRPR problems include fuzzy random variable parameters with an infinite support, they are inherently infinite-dimensional optimization problems that can rarely be solved directly. Therefore, an approximation approach to-the fuzzy random variables with infinite supports by finitely supported ones is proposed, which results in finite-dimensional FRPR problems. After that,, this paper is devoted to establishing the conditions under which the objective value (optimal objective value, and minimizers) of such finite-dimensional FRPR problem can be shown to converge to the objective value (respectively, optimal objective value and minimizers) of the original infinite-dimensional FRPR problem.
Keyword:
approximation scheme
convergence
fuzzy random programming
fuzzy random variable
minimizer
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期刊
IF:
11.9
论文数:
5.0K
被引数:
2.9W
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