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,...

in this paper, a new method is proposed to find the fuzzy optimal solution of fully fuzzy linear bilevel programming (fflblp) problems by representing all the parameters as triangular fuzzy numbers. in the proposed method, the given fflblp problem is decomposed into three crisp linear programming (clp) problems with bounded variables constraints, the three clp problems are solved separately and...

The G_DACG (Genetic Discovery of Additive Cartesian Granule feature models) constructive induction algorithm is presented as a means of automatically identifying rulebased Cartesian granule feature models from example data. G_DACG combines the powerful search capabilities of genetic programming with a rather novel and cheap fitness function based upon the semantic separation of learnt concepts ...

In classification ratemaking, the multiplicative and additive models derived by actuaries are based on two common methods; minimum bias and maximum likelihood. These models are already considered as established and standard, particularly in automobile and general liability insurance. This paper aims to identify the relationship between both methods by rewriting the equations of both minimum bia...

We develop the fuzzy generalized ordered weighted averaging distance (FGOWAD) operator. It is a new aggregation operator that uses the main characteristics of the generalized OWA (GOWA), the ordered weighted averaging distance (OWAD) and uncertain information represented as fuzzy numbers. This operator includes a wide range of distance measures and aggregation operators such as the fuzzy maximu...

Fuzzy linear programming problem occur in many elds such as mathematical modeling, Control theory and Management sciences, etc. In this paper we focus on a kind of Linear Programming with fuzzy numbers and variables namely Fully Fuzzy Linear Programming (FFLP) problem, in which the constraints are in inequality forms. Then a new method is proposed to ne the fuzzy solution for solving (FFLP). Nu...

in this paper, the portfolio selection problem is considered, where fuzziness and randomness appear simultaneously in optimization process. since return and dividend play an important role in such problems, a new model is developed in a mixed environment by incorporating fuzzy random variable as multi-objective nonlinear model. then a novel interactive approach is proposed to determine the pref...

The notion of the interval-valued intuitionistic fuzzy set (IVIFS) is a generalization of that of the Atanassov’s intuitionistic fuzzy set. The fundamental characteristic of IVIFS is that the values of its membership function and non-membership function are intervals rather than exact numbers. There are various averaging operators defined for IVIFSs. These operators are not monotone with respec...