%0 Journal Article
%T SOME PROPERTIES FOR FUZZY CHANCE CONSTRAINED
PROGRAMMING
%J Iranian Journal of Fuzzy Systems
%I University of Sistan and Baluchestan
%Z 1735-0654
%A Yang, Xiaohu
%D 2011
%\ 10/06/2011
%V 8
%N 4
%P 1-8
%! SOME PROPERTIES FOR FUZZY CHANCE CONSTRAINED
PROGRAMMING
%K Convexity theorem
%K Duality theorem
%K Fuzzy variable
%K Chance con-
strained programming
%R 10.22111/ijfs.2011.305
%X 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.
%U https://ijfs.usb.ac.ir/article_305_6fb6b2d1b824c72a0c944ba1a2867828.pdf