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
volume 8 issue 4
pages 1- 8
publication date 2011-10-06
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