Chance Constrained Multi-Level Linear Programming Problem

SOME PROPERTIES FOR FUZZY CHANCE CONSTRAINED PROGRAMMING

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,...

On Rough Multi-Level Linear Programming Problem

This paper presents a multi-level linear programming problem with random rough coefficients in objective functions. At the first phase of the solution approach and to avoid the complexity of this problem, we begin by converting the rough nature of this problem into equivalent crisp problem. At the second phase, we use the concept of tolerance membership function at each level to solve a Tchebch...

Solving multi objective linear Bilevel multi follower programming problem

some properties for fuzzy chance constrained programming

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,...

Chance Constrained Programming Problem under Different Fuzzy Distributions

This paper develops a solution method for Chance Constrained Programming problem, where the random variable in the right hand side of the chance constraints follows different fuzzy distributions. The methodology is verified through numerical examples.