共查询到20条相似文献,搜索用时 968 毫秒
1.
Adam Kasperski 《International Journal of Approximate Reasoning》2011,52(9):1298-1311
In this paper a general bottleneck combinatorial optimization problem with uncertain element weights modeled by fuzzy intervals is considered. A possibilistic formalization of the problem and solution concepts in this setting, which lead to compute robust solutions under fuzzy weights, are given. Some algorithms for finding a solution according to the introduced concepts and evaluating optimality of solutions and elements are provided. These algorithms are polynomial for bottleneck combinatorial optimization problems with uncertain element weights, if their deterministic counterparts are polynomially solvable. 相似文献
2.
Masatoshi Sakawa Hideki Katagiri 《Central European Journal of Operations Research》2012,20(1):101-117
This paper considers Stackelberg solutions for two-level linear programming problems under fuzzy random environments. To deal
with the formulated fuzzy random two-level linear programming problem, an α-stochastic two-level linear programming problem is defined through the introduction of α-level sets of fuzzy random variables. Taking into account vagueness of judgments of decision makers, fuzzy goals are introduced
and the α-stochastic two-level linear programming problem is transformed into the problem to maximize the satisfaction degree for each
fuzzy goal. Through fractile criterion optimization in stochastic programming, the transformed stochastic two-level programming
problem can be reduced to a deterministic two-level programming problem. An extended concept of Stackelberg solution is introduced
and a numerical example is provided to illustrate the proposed method. 相似文献
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Bellman and Zadeh have originated three systems of multistage decision processes in a fuzzy environment: deterministic, stochastic and fuzzy systems. In this article, we consider an optimization problem with an optimistic criterion on a fuzzy system. By making use of minimization–maximization expectation in a fuzzy environment, we derive a recursive equation for the fuzzy decision process through invariant imbedding approach. By illustrating a three-state, two-decision and two-stage model, we give an optimal solution through dynamic programming. The optimal solution is also verified by the method of multistage fuzzy decision tree-table. 相似文献
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Recently, iteratively reweighted methods have attracted much interest in compressed sensing, outperforming their unweighted counterparts in most cases. In these methods, decision variables and weights are optimized alternatingly, or decision variables are optimized under heuristically chosen weights. In this paper,we present a novel weighted l1-norm minimization problem for the sparsest solution of underdetermined linear equations. We propose an iteratively weighted thresholding method for this problem, wherein decision variables and weights are optimized simultaneously. Furthermore, we prove that the iteration process will converge eventually. Using the homotopy technique, we enhance the performance of the iteratively weighted thresholding method. Finally, extensive computational experiments show that our method performs better in terms of both running time and recovery accuracy compared with some state-of-the-art methods. 相似文献
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直觉模糊熵是直觉模糊集理论中的一个重要概念,反映了直觉模糊集的模糊程度和不确定程度.首先给出一种新的直觉模糊熵,并运用到多属性直觉模糊决策问题中.决策时根据直觉模糊熵计算属性权重,再综合决策者的偏好对各属性权重进行修正,然后使用直觉模糊集结算子和得分函数对方案进行排序,从而获得最优方案. 相似文献
7.
Michael Smithson 《Fuzzy Sets and Systems》1984,14(1):1-3
Linear programming problems with fuzzy parameters are formulated by fuzzy functions. The ambiguity considered here is not randomness, but fuzziness which is associated with the lack of a sharp transition from membership to nonmembership. Parameters on constraint and objective functions are given by fuzzy numbers. In this paper, our object is the formulation of a fuzzy linear programming problem to obtain a reasonable solution under consideration of the ambiguity of parameters. This fuzzy linear programming problem with fuzzy numbers can be regarded as a model of decision problems where human estimation is influential. 相似文献
8.
Kuo-Ping Lin Wu Wen Chang-Chien Chou Chih-Hung Jen Kuo-Chen Hung 《Applied Mathematical Modelling》2011
In general, the fuzzy Graphical Evaluation and Review Technique (GERT) usually evaluates/analyzes variables with interval arithmetic (α-cut arithmetic) operations, especially those with complicated fuzzy systems. Thus the interval arithmetic operations may occur accumulating phenomenon of fuzziness in complicated systems, and the accumulating phenomenon of fuzziness may make decision-maker that cannot effectively evaluate problems/systems under vague environment. In order to overcome the accumulating phenomenon of fuzziness or credibly reduce fuzzy spreads, this study adopts approximate fuzzy arithmetic operations under the weakest t-norm arithmetic operations (Tω) to evaluate fuzzy reliability models based on fuzzy GERT simulation technology. The approximate fuzzy arithmetic operations employ principle of interval arithmetic under the weakest t-norm arithmetic operations. Therefore, the novel fuzzy arithmetic operations may obtain fitter decision values, which have smaller fuzziness accumulating, under vague environment. In numerical examples the approximate fuzzy arithmetic operations has evidenced that it can successfully calculate results of fuzzy operations as interval arithmetic, and can more effectively reduce fuzzy spreads. In the real fuzzy repairable reliability model the performance also shows that the approximate fuzzy arithmetic operations successfully analyze the reliability problem and obtain more confident fuzzy results. 相似文献
9.
Weihua Xu 《Fuzzy Optimization and Decision Making》2014,13(3):329-344
This paper is concerned with an integrated inventory problem under trade credit where both the demand rate and deteriorating rate are assumed to be uncertain and characterized as fuzzy random variables with known distributions. The objective of this paper is to determine the optimal inventory policy by optimizing simultaneously the replenishment cycle length and trade credit period. At first, three decision criteria are given: (1) expected value criterion, (2) chance-constrained criterion and (3) chance maximization criterion. Then, after building the fuzzy random models based on the above decision criterion, a hybrid intelligent algorithm by integrating fuzzy random simulation and genetic algorithm is employed to deal with these models. At the end, three numerical examples are given to illustrate the benefits of the models and show the effectiveness of the algorithms. 相似文献
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The multiple attribute group decision making (MAGDM) problem with intuitionistic fuzzy information investigated in this paper is very useful for solving complicated decision problems under uncertain circumstances. Since experts have their own characteristics, they are familiar with some of the attributes, but not others, the weights of the decision makers to different attributes should be different. We derive the weights of the decision makers by aggregating the individual intuitionistic fuzzy decision matrices into a collective intuitionistic fuzzy decision matrix. The expert has a big weight if his evaluation value is close to the mean value and has a small weight if his evaluation value is far from the mean value. For the incomplete attribute weight information, we establish some optimization models to determine the attribute weights. Furthermore, we develop several algorithms for ranking alternatives under different situations, and then extend the developed models and algorithms to the MAGDM problem with interval-valued intuitionistic fuzzy information. Numerical results finally illustrate the practicality and efficiency of our new algorithms. 相似文献
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To solve a mathematical model for American put option with uncertainty, we utilize two essentials, i.e., a λ-weighting function and a mean value of fuzzy random variables simultaneously. Estimation of randomness and fuzziness as uncertainty should be important when we deal with a reasonable and natural model extended from the original optimization/decision making. Three kinds of mean values by fuzzy measures, which are based on Possibility, Necessity and Credibility, are demonstrated particularly. We consider the optimal expected price of the American put option by dynamic programming under a reasonable assumption. A numerical example is given to illustrate our idea. 相似文献
12.
D. -F. Li 《Fuzzy Optimization and Decision Making》2007,6(3):237-254
The aim of this paper is to develop a new fuzzy closeness (FC) methodology for multi-attribute decision making (MADM) in fuzzy
environments, which is an important research field in decision science and operations research. The TOPSIS method based on
an aggregating function representing “closeness to the ideal solution” is one of the well-known MADM methods. However, while
the highest ranked alternative by the TOPSIS method is the best in terms of its ranking index, this does not mean that it
is always the closest to the ideal solution. Furthermore, the TOPSIS method presumes crisp data while fuzziness is inherent
in decision data and decision making processes, so that fuzzy ratings using linguistic variables are better suited for assessing
decision alternatives. In this paper, a new FC method for MADM under fuzzy environments is developed by introducing a multi-attribute
ranking index based on the particular measure of closeness to the ideal solution, which is developed from the fuzzy weighted
Minkowski distance used as an aggregating function in a compromise programming method. The FC method of compromise ranking
determines a compromise solution, providing a maximum “group utility” for the “majority” and a minimum individual regret for
the “opponent”. A real example of a personnel selection problem is examined to demonstrate the implementation process of the
method proposed in this paper. 相似文献
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Fuzzy optimization models are used to derive crisp weights (priority vectors) for the fuzzy analytic hierarchy process (AHP) based multicriteria decision making systems. These optimization models deal with the imprecise judgements of decision makers by formulating the optimization problem as the system of constrained non linear equations. Firstly, a Genetic Algorithm based heuristic solution for this optimization problem is implemented in this paper. It has been found that the crisp weights derived from this solution for fuzzy-AHP system, sometimes lead to less consistent or inconsistent solutions. To deal with this problem, we have proposed a consistency based constraint for the optimization models. A decision maker can set the consistency threshold value and if the solution exists for that threshold value then crisp weights can be derived, otherwise it can be concluded that the fuzzy comparison matrix for AHP is not consistent for the given threshold. Three examples are considered to demonstrate the effectiveness of the proposed method. Results with the proposed constraint based fuzzy optimization model are more consistent than the existing optimization models. 相似文献
15.
Decision-making information provided by decision makers is often imprecise or uncertain, due to lack of data, time pressure, or the decision makers’ limited attention and information-processing capabilities. Interval-valued fuzzy sets are associated with greater imprecision and more ambiguity than are ordinary fuzzy sets. For these reasons, this paper presents a signed distance-based method for handling fuzzy multiple-criteria group decision-making problems in which individual assessments are provided as generalized interval-valued trapezoidal fuzzy numbers, and the information about criterion weights are not precisely but partially known. First, concerning the relative importance of decision makers and the group consensus of fuzzy opinions, all individual decision opinions were aggregated into group opinions using a hybrid average with weighted averaging and signed distance-based ordered weighted averaging operations. Next, considering a decision situation with incomplete weight information of criteria, an integrated programming model was developed to estimate criterion weights and to order the priorities of various alternatives based on signed distances. In addition, several deviation variables were introduced to mitigate the effect of inconsistent evaluations on the importance of criteria. Finally, the feasibility of the proposed method is illustrated by a numerical example of a multi-criteria supplier selection problem. Furthermore, a comparative analysis with other methods was conducted to validate the effectiveness and applicability of the proposed methodology. 相似文献
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Stackelberg solutions for fuzzy random two-level linear programming through probability maximization with possibility 总被引:1,自引:0,他引:1
This paper considers Stackelberg solutions for decision making problems in hierarchical organizations under fuzzy random environments. Taking into account vagueness of judgments of decision makers, fuzzy goals are introduced into the formulated fuzzy random two-level linear programming problems. On the basis of the possibility and necessity measures that each objective function fulfills the corresponding fuzzy goal, together with the introduction of probability maximization criterion in stochastic programming, we propose new two-level fuzzy random decision making models which maximize the probabilities that the degrees of possibility and necessity are greater than or equal to certain values. Through the proposed models, it is shown that the original two-level linear programming problems with fuzzy random variables can be transformed into deterministic two-level linear fractional programming problems. For the transformed problems, extended concepts of Stackelberg solutions are defined and computational methods are also presented. A numerical example is provided to illustrate the proposed methods. 相似文献
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《European Journal of Operational Research》2006,171(1):309-343
Many multiple attribute decision analysis (MADA) problems are characterised by both quantitative and qualitative attributes with various types of uncertainties. Incompleteness (or ignorance) and vagueness (or fuzziness) are among the most common uncertainties in decision analysis. The evidential reasoning (ER) approach has been developed in the 1990s and in the recent years to support the solution of MADA problems with ignorance, a kind of probabilistic uncertainty. In this paper, the ER approach is further developed to deal with MADA problems with both probabilistic and fuzzy uncertainties.In this newly developed ER approach, precise data, ignorance and fuzziness are all modelled under the unified framework of a distributed fuzzy belief structure, leading to a fuzzy belief decision matrix. A utility-based grade match method is proposed to transform both numerical data and qualitative (fuzzy) assessment information of various formats into the fuzzy belief structure. A new fuzzy ER algorithm is developed to aggregate multiple attributes using the information contained in the fuzzy belief matrix, resulting in an aggregated fuzzy distributed assessment for each alternative. Different from the existing ER algorithm that is of a recursive nature, the new fuzzy ER algorithm provides an analytical means for combining all attributes without iteration, thus providing scope and flexibility for sensitivity analysis and optimisation. A numerical example is provided to illustrate the detailed implementation process of the new ER approach and its validity and wide applicability. 相似文献