some properties for fuzzy chance constrained programming
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abstract
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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Journal title:
iranian journal of fuzzy systemsPublisher: university of sistan and baluchestan
ISSN 1735-0654
volume 8
issue 4 2011
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