Fuzzy representations of a real-valued random variable have been introduced with the aim of capturing relevant information on the distribution of the variable, through the corresponding fuzzy-valued mean value. In particular, characterizing fuzzy representations of a random variable allow us to capture the whole information on its distribution. One of the implications from this fact is that tes...

In the paper a new concept of modeling uncertainty is presented, based on the theory of fuzzy random variables. By this means, a super-ordinate uncertainty model is made available which includes the models developed so far, based on random variables and fuzzy variables as special cases. The fuzzy random variables are accounted for as input values in the fuzzy probabilistic structural analysis a...

An interpretation of intuitionistic fuzzy sets is proposed based on random set theory and prototype theory. The extension of fuzzy labels are modelled by lower and upper random set neighbourhoods, identifying those element of the universe within an uncertain distance threshold of a set of prototypical elements. These neighbourhoods are then generalised to compound fuzzy descriptions generated a...

A fuzzy cognitive map is a graphical means of representing arbitrary complex models of interrelations between concepts. The purpose of this paper is to describe a dynamic/adaptive fuzzy cognitive map based on the random neural network model. Previously, we have developed a random fuzzy cognitive map and illustrated its application in the modeling of processes. The adaptive fuzzy cognitive map c...

This paper establishes a theory of decision making under uncertainty with fuzzy utilities. The extension of expected utility and stochastic dominance to the comparison of sets of random variables plays a crucial role. Their properties as fuzzy rankings are studied, and their definitions are further generalized to the comparison of fuzzy random variables. Also, a connection between expected util...

Propagating possibilistic and probabilistic variables through a mapping yields a fuzzy random variable. We propose a method to attach probability intervals to events pertaining to the output variable. We show that this method is consistent with classical approaches to fuzzy random variables and that the obtained probability interval is the mean value of the fuzzy probability defined by viewing ...

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...

In this paper the convergence criterion of fuzzy random variable is investigated. An attempt is made to study the equivalence relation of uniform integrability of fuzzy random variables. Mean convergence theorem, Lebesgue dominated convergence theorem and Mean Ergodic theorem for the case of fuzzy random variable are introduced.

In this paper, we construct fuzzy renewal processes involving fuzzy random variables. We first extend the renewal processes to the fuzzy renewal processes where interarrival times, rewards, and stopping times are all fuzzy random variables. According to these fuzzy renewal processes, we then extend some theorems of renewal processes to those in fuzzy renewal processes. These are elementary rene...