TY - JOUR
ID - 305
TI - SOME PROPERTIES FOR FUZZY CHANCE CONSTRAINED
PROGRAMMING
JO - Iranian Journal of Fuzzy Systems
JA - IJFS
LA - en
SN - 1735-0654
AU - Yang, Xiaohu
AD - Department of Statistics, Xi'an University of Finance and Economics,
Xi'an 710061, China
Y1 - 2011
PY - 2011
VL - 8
IS - 4
SP - 1
EP - 8
KW - Convexity theorem
KW - Duality theorem
KW - Fuzzy variable
KW - Chance con-
strained programming
DO - 10.22111/ijfs.2011.305
N2 - 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.
UR - https://ijfs.usb.ac.ir/article_305.html
L1 - https://ijfs.usb.ac.ir/article_305_6fb6b2d1b824c72a0c944ba1a2867828.pdf
ER -