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Theory and Application of Fuzzy Stochastic Programming

Author: LiYingXiong
Tutor: WuCong
School: Harbin Institute of Technology
Course: Basic mathematics
Keywords: fuzzy variable stochastic variable fuzzy stochastic variable programming
CLC: O221
Type: Master's thesis
Year: 2006
Downloads: 263
Quote: 1
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Abstract


Theories of programming have produced huge influence to the conveniences, such as economy, military and research...etc., have already seeped through each realm, but there are many indeterminable properties in the problems of the real world, more or less. These indeterminable properties in the problems are random, or fuzzy. So my choice of indeterminable programming (fuzzy and random) research and carrying on research to this topic have important theories and practice meaning.In recent years, many scholars put forward a great deal of linear programming and the non-linear programming model with fuzzy or random coefficient. Some of them handle this kind of indetermination phenomenon by applying numerical characteristic of indeterminable variables (expect or variance), but the others study the quantity properties of the random and fuzzy variables. Therefore, I define random variables, fuzzy variables and fuzzy random variables . in this text, according to the logic sequence of the concept. Also I introduce the concept of numerical characteristics, corresponding to the variables and distribution. Certainly my study interesting is still on the discussing of the property and the operation rule of the fuzzy random variables.This text mainly studied the max linear programming model, with the fuzzy random variables coefficients. When the condition: is satisfied, we can change the model to two max model, with fuzzy random variables, applying interval theories.

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CLC: > Mathematical sciences and chemical > Mathematics > Operations Research > Planning Theory ( mathematical programming)
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