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Chance-constrained programming with fuzzy stochastic coefficients

Aiche, Farid and Abbas, Moncef and Dubois, Didier Chance-constrained programming with fuzzy stochastic coefficients. (2013) Fuzzy Optimisation and Decision-Making, 12 (2). 125-152. ISSN 1568-4539

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Official URL: http://dx.doi.org/10.1007/s10700-012-9151-8


We consider fuzzy stochastic programming problems with a crisp objective function and linear constraints whose coefficients are fuzzy random variables, in particular of type L-R. To solve this type of problems, we formulate deterministic counterparts of chance-constrained programming with fuzzy stochastic coefficients, by combining constraints on probability of satisfying constraints, as well as their possibility and necessity. We discuss the possible indices for comparing fuzzy quantities by putting together interval orders and statistical preference. We study the convexity of the set of feasible solutions under various assumptions. We also consider the case where fuzzy intervals are viewed as consonant random intervals. The particular cases of type L-R fuzzy Gaussian and discrete random variables are detailed.

Item Type:Article
Additional Information:Thanks to Springer editor. The definitive version is available at http://link.springer.com/article/10.1007%2Fs10700-012-9151-8
HAL Id:hal-01121983
Audience (journal):International peer-reviewed journal
Uncontrolled Keywords:
Institution:French research institutions > Centre National de la Recherche Scientifique - CNRS (FRANCE)
Université de Toulouse > Institut National Polytechnique de Toulouse - Toulouse INP (FRANCE)
Université de Toulouse > Université Toulouse III - Paul Sabatier - UT3 (FRANCE)
Other partners > Université des Sciences et de la Technologie Houari Boumediene - USTHB (ALGERIA)
Université de Toulouse > Université Toulouse - Jean Jaurès - UT2J (FRANCE)
Université de Toulouse > Université Toulouse 1 Capitole - UT1 (FRANCE)
Other partners > Université Mouloud Mammeri Tizi Ouzou - UMMTO (ALGERIA)
Laboratory name:
Deposited On:03 Mar 2015 07:39

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