Chance constrained programming with fuzzy parameters. (English) Zbl 0923.90141

Summary: This paper extends chance constrained programming from stochastic to fuzzy environments. Analogous to stochastic programming, some crisp equivalents of chance constraints in fuzzy environments are presented. We also propose a technique of fuzzy simulation for the chance constraints which are usually hard to be converted to their crisp equivalents. Finally, a fuzzy simulation based genetic algorithm is designed for solving this kind of problems and some numerical examples are discussed.


90C70 Fuzzy and other nonstochastic uncertainty mathematical programming


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