On fuzzy stochastic optimization

doi:10.1016/0165-0114(95)00240-5

Fuzzy Sets and Systems

Volume 81, Issue 1, 8 July 1996, Pages 47-55

https://doi.org/10.1016/0165-0114(95)00240-5 Get rights and content

Abstract

This paper extends the applicability of optimization models to situations where both fuzzy and random data are in the state of affairs. The major mathematical tool used to this end is the concept of fuzzy random variables, which provides a synergistic way for dealing with the two kinds of imprecision. The extension principle is canonically extended to fuzzy random variables and exploited to derive a way for handling robust fuzzy stochastic mathematical programming problems. Finally, we provide some possible avenues for further fruitful developments in this field.

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¹: On leave from Department of Mathematics, University of Kinshasa, Zaire.

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On fuzzy stochastic optimization

Abstract

Inform. Sci.

Inform. Sci.

Fuzzy Sets and Systems

Fuzzy Sets and Systems

Fuzzy Sets and Systems

Fuzzy Sets and Systems

Fuzzy Sets and Systems

Sur l'Optimisation floue Stochastique

Decision making in a fuzzy environment

Management Sci.

On distribution function of probability sets and its applications in decision making

Fuzzy Sets and Systems