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Zbl 1074.90056
Liu, Yian-Kui; Liu, Baoding
Expected value operator of random fuzzy variable and random fuzzy expected value models. (English)
[J] Int. J. Uncertain. Fuzziness Knowl.-Based Syst. 11, No. 2, 195-215 (2003). ISSN 0218-4885

Summary: A random fuzzy variable is a mapping from a possibility space to a collection of random variables. This paper first presents a new definition of the expected value operator of a random fuzzy variable, and proves the linearity of the operator. Then, a random fuzzy simulation approach, which combines fuzzy simulation and random simulation, is designed to estimate the expected value of a random fuzzy variable. Based on the new expected value operator, three types of random fuzzy expected value models are presented to model decision systems where fuzziness and randomness appear simultaneously. In addition, random fuzzy simulation, neural networks and genetic algorithm are integrated to produce a hybrid intelligent algorithm for solving those random fuzzy expected valued models. Finally, three numerical examples are provided to illustrate the feasibility and the effectiveness of the proposed algorithm.

MSC 2000:: *90C70 Fuzzy programming
60A05 Axioms of probability theory
68T37 Reasoning under uncertainty
90B50 Multiple-criteria decision making

Keywords: fuzzy variable; random fuzzy variable; random fuzzy expected value model; hybrid intelligent algorithm

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Zentralblatt MATH Berlin [Germany]