SOME PROPERTIES FOR FUZZY CHANCE CONSTRAINED PROGRAMMING

نویسنده

  • Xiaohu Yang Department of Statistics, Xi'an University of Finance and Economics, Xi'an 710061, China
چکیده مقاله:

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.

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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,...

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عنوان ژورنال

دوره 8  شماره 4

صفحات  1- 8

تاریخ انتشار 2011-10-06

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