Document Type : Research Paper


Department of Statistics, Xi'an University of Finance and Economics, Xi'an 710061, China


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.


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