Expected value of fuzzy variable and fuzzy expected value models
نویسندگان
چکیده
This paper will present a novel concept of expected values of fuzzy variables, which is essentially a type of Choquet integral and coincides with that of random variables. In order to calculate the expected value of general fuzzy variable, a fuzzy simulation technique is also designed. Finally, we construct a spectrum of fuzzy expected value models, and integrate fuzzy simulation, neural network, and genetic algorithms to produce a hybrid intelligent algorithm for solving general fuzzy expected value models.
منابع مشابه
Evaluating Cost Efficiency in Fuzzy Environment by Using Expected Value
Today, one of the most fundamental issues within the field of industrial and nonindustrial activities is evaluate the costs performance of the units which are associated with industrial and nonindustrial activities. Data envelopment analysis (DEA) is a nonparametric method for evaluating performance. Fuzzy sets theory is a powerful tool for mentioning ambiguous situations. Traditional DEA model...
متن کاملSOME COMPUTATIONAL RESULTS FOR THE FUZZY RANDOM VALUE OF LIFE ACTUARIAL LIABILITIES
The concept of fuzzy random variable has been applied in several papers to model the present value of life insurance liabilities. It allows the fuzzy uncertainty of the interest rate and the probabilistic behaviour of mortality to be used throughout the valuation process without any loss of information. Using this framework, and considering a triangular interest rate, this paper develops closed...
متن کاملMulticriteria Expected Value Models in Fuzzy Decision Systems
Based upon the upper expected value, lower expected value and expected value operators of a fuzzy variable, this paper first presents three types of multicriteria maximum expected value models. Then a theorem about the connection of Pareto solutions among the maximum expected value models is proved. In addition, the relationship between maximum and minimum expected value models is discussed. At...
متن کاملA Fuzzy Random Minimum Cost Network Flow Programming Problem
In this paper, a fuzzy random minimum cost flow problem is presented. In this problem, cost parameters and decision variables are fuzzy random variables and fuzzy numbers respectively. The object of the problem is to find optimal flows of a capacitated network. Then, two algorithms are developed to solve the problem based on Er-expected value of fuzzy random variables and chance-constrained pro...
متن کاملA new quadratic deviation of fuzzy random variable and its application to portfolio optimization
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 ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- IEEE Trans. Fuzzy Systems
دوره 10 شماره
صفحات -
تاریخ انتشار 2002