Possibility/Necessity-Based Probabilistic Expectation Models for Linear Programming Problems with Discrete Fuzzy Random Variables

This paper considers linear programming problems (LPPs) where the objective functions involve discrete fuzzy random variables (fuzzy set-valued discrete random variables). New decision making models, which are useful in fuzzy stochastic environments, are proposed based on both possibility theory and...

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Main Authors: Hideki Katagiri, Kosuke Kato, Takeshi Uno
Format: Article
Language:English
Published: MDPI AG 2017-10-01
Series:Symmetry
Subjects:
Online Access:https://www.mdpi.com/2073-8994/9/11/254
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author Hideki Katagiri
Kosuke Kato
Takeshi Uno
author_facet Hideki Katagiri
Kosuke Kato
Takeshi Uno
author_sort Hideki Katagiri
collection DOAJ
description This paper considers linear programming problems (LPPs) where the objective functions involve discrete fuzzy random variables (fuzzy set-valued discrete random variables). New decision making models, which are useful in fuzzy stochastic environments, are proposed based on both possibility theory and probability theory. In multi-objective cases, Pareto optimal solutions of the proposed models are newly defined. Computational algorithms for obtaining the Pareto optimal solutions of the proposed models are provided. It is shown that problems involving discrete fuzzy random variables can be transformed into deterministic nonlinear mathematical programming problems which can be solved through a conventional mathematical programming solver under practically reasonable assumptions. A numerical example of agriculture production problems is given to demonstrate the applicability of the proposed models to real-world problems in fuzzy stochastic environments.
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spelling doaj.art-1344fff8c0e74f7cb60cbd9b26ed62192022-12-22T04:24:12ZengMDPI AGSymmetry2073-89942017-10-0191125410.3390/sym9110254sym9110254Possibility/Necessity-Based Probabilistic Expectation Models for Linear Programming Problems with Discrete Fuzzy Random VariablesHideki Katagiri0Kosuke Kato1Takeshi Uno2Department of Industrial Engineering, Faculty of Engineering, Kanagawa University, 3-27-1 Rokkakubashi, Yokohama-shi, Kanagawa 221-8686, JapanDepartment of Computer Science, Hiroshima Institute of Technology, 2-1-1 Miyake, Saeki-ku, Hiroshima 731-5193, JapanDepartment of Mathematical Science, Graduate School of Technology, Industrial and Social Science, Tokushima University, 2-1, Minamijosanjima-cho, Tokushima-shi, Tokushima 770-8506, JapanThis paper considers linear programming problems (LPPs) where the objective functions involve discrete fuzzy random variables (fuzzy set-valued discrete random variables). New decision making models, which are useful in fuzzy stochastic environments, are proposed based on both possibility theory and probability theory. In multi-objective cases, Pareto optimal solutions of the proposed models are newly defined. Computational algorithms for obtaining the Pareto optimal solutions of the proposed models are provided. It is shown that problems involving discrete fuzzy random variables can be transformed into deterministic nonlinear mathematical programming problems which can be solved through a conventional mathematical programming solver under practically reasonable assumptions. A numerical example of agriculture production problems is given to demonstrate the applicability of the proposed models to real-world problems in fuzzy stochastic environments.https://www.mdpi.com/2073-8994/9/11/254discrete fuzzy random variablelinear programmingpossibility measurenecessity measureexpectation modelPareto optimal solution
spellingShingle Hideki Katagiri
Kosuke Kato
Takeshi Uno
Possibility/Necessity-Based Probabilistic Expectation Models for Linear Programming Problems with Discrete Fuzzy Random Variables
Symmetry
discrete fuzzy random variable
linear programming
possibility measure
necessity measure
expectation model
Pareto optimal solution
title Possibility/Necessity-Based Probabilistic Expectation Models for Linear Programming Problems with Discrete Fuzzy Random Variables
title_full Possibility/Necessity-Based Probabilistic Expectation Models for Linear Programming Problems with Discrete Fuzzy Random Variables
title_fullStr Possibility/Necessity-Based Probabilistic Expectation Models for Linear Programming Problems with Discrete Fuzzy Random Variables
title_full_unstemmed Possibility/Necessity-Based Probabilistic Expectation Models for Linear Programming Problems with Discrete Fuzzy Random Variables
title_short Possibility/Necessity-Based Probabilistic Expectation Models for Linear Programming Problems with Discrete Fuzzy Random Variables
title_sort possibility necessity based probabilistic expectation models for linear programming problems with discrete fuzzy random variables
topic discrete fuzzy random variable
linear programming
possibility measure
necessity measure
expectation model
Pareto optimal solution
url https://www.mdpi.com/2073-8994/9/11/254
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