The aim of this paper is to propose a convex risk measure in the framework of fuzzy random theory and verify its advantage over the conventional variance approach. For this purpose, this paper defines the quadratic deviation (QD) of fuzzy random variable as the mathematical expectation of QDs of fuzzy variables. As a result, the new risk criterion essentially describes the variation of a fuzzy ...

Project planning is part of project management, which is relates to the use of schedules such as Gantt charts to plan and subsequently report progress within the project environment. Initially, the project scope is defined and the appropriate methods for completing the project are determined. In this paper a new approach for the critical path analyzing a project network with random fuzzy activi...

Risk became the crucial decision making criteria in evaluation of some control actions in power systems, but very often, these decisions are made in a highly uncertain environment. In this paper, a new graphical tool for risk assessment and decision making under uncertainty – hybrid influence diagram with fuzzy probability values and fuzzy random variables is proposed. Influence diagram is a ge...

In this note, we investigate a classical version of renewal theories in the T -independent and identically distributed random fuzzy variables. For special cases, we consider the case for T = min and T =Archimedean t-norm. Mathematics Subject Classification: 60A86

Let us consider a probability space, a random variable on it and the induced probability space. Now, let us consider a new random variable defined on this new space, and the new probability space induced by it. In this paper, we generalize this composition of randon variables to the case when the first variable is a fuzzy random variable instead of an ordinary random variable.

Fuzzy random variables have been introduced as an imprecise concept of numeric values for characterizing the imprecise knowledge. The descriptive parameters can be used to describe the primary features of a set of fuzzy random observations. In fuzzy environments, the expected values are usually represented as fuzzyvalued, interval-valued or numeric-valued descriptive parameters using various me...

Guan and Li [2] obtained SLLN for weighted sums of level-wise independent fuzzy random variables. In this paper, a generalization of Guan and Li [2] is obtained by using the Skorokhod metric on F (R).