Optimal Control with Fuzzy Chance Constraints

نویسندگان

  • Saeed Ramezanzadeh Department of Mathematics, Payame Noor University, Tehran, Iran and Department of Mathematics, Faculty of Technology, Olum Entezami University, Tehran, Iran
چکیده مقاله:

In this paper, a model of an optimal control problem with chance constraints is introduced. The parametersof the constraints are fuzzy, random or fuzzy random variables. Todefuzzify the constraints, we consider possibility levels.  Bychance-constrained programming the chance constraints are converted to crisp constraints which are neither fuzzy nor stochastic and then the resulting classical optimalcontrol problem with crisp constraints is solved by thePontryagin Minimum Principle and Kuhn-Tucker conditions. The modelis   illustrated by two numerical examples.

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عنوان ژورنال

دوره 8  شماره 3

صفحات  35- 43

تاریخ انتشار 2011-10-17

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