具有模糊三角要素的机会约束型DEA模型

确定性 DEA是一种数据敏感的评价方法 ,在某些不利情况下 ,数据的轻微变动将极大的影响评价结果 .针对这一不足 ,根据模糊机会约束规划的理论框架 ,基于 C2 R模型 ,建立了具有模糊三角要素的机会约束型 DEA模型 ( FCCPDEA) ,用机会约束来描述这一不确定性 .在 FCCPDEA模型中 ,从令决策者满意的角度出发 ,用决策者期望各决策单元能达到的最大效率 ,即效率基数 ,来代替理想效率 1,使评价更符合现实 .     

具有惩罚因子的模糊集约生产计划

研究基于模糊环境下的集约生产计划问题,并设计了带有惩罚因子的模糊优化模型,以实现生产费用和惩罚费用之和最小.通过模糊变量和模糊等式定义的描述,简化了模型,并给出机会约束规划方法进行模型求解的整体步骤.通过仿真结果和灵敏度分析,表明模型和方法的有效性,并为决策者在模糊环境下的决策提供支持.     

A Fuzzy Stopping Problem with the Concept

Stimulated by Zadeh's paper (Journal of Statistical Planning and Inference,2002, 105, 233--264), we will try to consider a perceptive analysis of the optimal stopping problem. In this paper, the fuzzy perception value of the expectation of the optimal stopped reward is characterized and calculated by a new recursive equation. Also, a numerical example described by triangular fuzzy numbers is given.     

随机模糊需求报童问题

考虑到需求的随机模糊性,建立了随机模糊需求报童的利润模型。利用可信性测度理论给出了其期望利润模型,并揭示了期望利润函数的凹性,证明了最优订货量的存在性和唯一性。结合随机模糊模拟技术和随机扰动近似算法设计了求解最优订货量的混合算法。最后,通过数值算例说明了算法的有效性。     

一类系数为梯形模糊数的整数规划

介绍了模糊数学和整数规划的背景、现状、以及发展趋势,并以模糊结构元理论定义了梯形模糊加权序,进一步证明了模糊整数规划模型的最优解等价于整数规划模型的最优解,再利用整数规划模型的最优解的求解方法求解模糊整数规划模型的最优解,最后,通过算例验证方法的可行性.     

基于交替更新过程的模糊随机破产模型

假设索赔额、盈余额和更新过程均是在模糊随机环境中,并且将索赔过程定义为在交替更新过程.当索赔额和时间间隔是服从不同的指数分布时,本文建立了交替更新过程下的模糊随机破产模型,并给出了最终破产概率公式与最终破产机会均值公式.     

One Machine Scheduling Problem with Fuzzy Random Due-Dates

In many classical or basic scheduling models, jobs processing times and due-dates are crisp values. Recently, they have been formulated as uncertain values in some more actual models. That is the introduction of fuzziness. However, in a real situation of decision making, there exists uncertainty that can not be described only by fuzziness. In this paper, we propose an n-job, one machine scheduling model, where due-dates for jobs are fuzzy random variables. In the model, jobs processing times are crisp, and we assign satisfaction levels to jobs completion times according to membership functions. They are non-increasing functions, but their support positions depend upon the expected due-dates, which are exponentially distributed random variables.     

基于交互式模糊规划方法的可持续闭环供应链网络规划

在市场需求、设施开设成本和产品回收率不确定的条件下,采用一种交互式可能性规划方法,研究由多个工厂、分销点、市场和废旧点构成的可持续闭环供应链网络设计问题。基于可持续闭环供应链网络结构,构建以企业运营成本和环境伤害最小、社会效益最大为目标的混合整数规划模型。同时,引入改进Epsilon约束方法将多目标优化问题转化为单目标优化问题,在此基础上提出一种两阶段可能性规划方法,基于TH模糊方法对不确定性参数进行处理。最后,通过数值实例,验证本文所建可持续闭环供应链网络模型的有效性,并对悲观-乐观值、不确定参数最低可接受水平β、可调参数γ进行敏感性分析;通过与其他模糊方法对比表明,采用TH模糊方法能得到稳定的最优解。     

目标系数模糊型模糊关系线性规划

提出了目标系数模糊型模糊关系线性规划问题,这是传统模糊关系线性规划的扩展.以三角模糊数为例,基于它的一种排序方法给出了求解该类规划的一个算法.最后,为了说明算法的有效性给出了两个数值例子.     

模糊随机需求下多产品报童问题的均衡策略

针对模糊随机需求下单制造商多零售商的分布控制型多产品报童问题, 建立了含资金约束的期望利润最大化两层规划模型.结合模糊随机模拟技术与遗传算法, 设计了求解模型的混合智能算法.该算法不仅可获得上层制造商的最优折扣批发价及下层零售商的最优订购量,亦可求得该折扣形式的起始折扣点(折扣区间).算例分析表明,当制造商采取最优数量折扣策略时:1)促使零售商订货量增加至资金约束上限;2)部分产品订货量可达模糊随机市场需求的最大可能值:3)零售商和制造商的利润均增加.     

General Linear Quadratic Optimal Stochastic Control Problem Driven by a Brownian Motion and a Poisson Random Martingale Measure with Random Coefficients

In this article, we consider a linear-quadratic optimal control problem (LQ problem) for a controlled linear stochastic differential equation driven by a multidimensional Browinan motion and a Poisson random martingale measure in the general case, where the coefficients are allowed to be predictable processes or random matrices. By the duality technique, the dual characterization of the optimal control is derived by the optimality system (so-called stochastic Hamilton system), which turns out to be a linear fully coupled forward-backward stochastic differential equation with jumps. Using a decoupling technique, the connection between the stochastic Hamilton system and the associated Riccati equation is established. As a result, the state feedback representation is obtained for the optimal control. As the coefficients for the LQ problem are random, here, the associated Riccati equation is a highly nonlinear backward stochastic differential equation (BSDE) with jumps, where the generator depends on the unknown variables K, L, and H in a quadratic way (see (5.9) herein). For the case where the generator is bounded and is linearly dependent on the unknown martingale terms L and H, the existence and uniqueness of the solution for the associated Riccati equation are established by Bellman's principle of quasi-linearization.     

考虑随机模糊缺陷率且允许缺货的EOQ模型

针对实际库存管理中的产品缺陷问题,研究了含随机模糊缺陷率且允许缺货的经济订购批量(EOQ)模型,并运用随机模糊理论将其转化为确定模型,设计了随机模糊模拟仿真算法进而确定了其最优订购策略.数值算例分析了缺陷率对最优订货量和最优利润的影响.     

A Personnel Selection Problem in Healthcare System Using Fuzzy-TOPSIS Approach

The methods of multiple criteria decision-making (MCDM) are increasingly becoming the most desired tools for making daily decisions in various fields of human endeavors. Staff employment in any sector requires a thorough evaluation of the applicant before selection to ensure effective and efficient service delivery. Besides, healthcare is one of the most complicated organizations dealing with human lives. This paper has developed a staff selection model considering a fuzzy environment by using the technique for order preference similar to the ideal solution (TOPSIS) method. For the delivery and promotion of quality healthcare systems, medical staff selection is crucial to the system. Therefore, the study evaluates medical staff by using the expert''s linguistic judgement under the criteria of skill, experience and ability to respond to a problem. The expert''s vagueness in judgments has been represented by using fuzzy triangular numbers. The study determines the closeness coefficient, the measures of separation and the ideal solutions of the TOPSIS method. The most appropriate medical staff are ranked and selected based on the available criteria. The Fuzzy-TOPSIS method is simple and can help other organizations achieve proper ranking, evaluation and selection of qualified candidates, as it takes imprecise information into account.     

一类系数为梯形模糊数的两层线性规划

讨论了一类系数为梯形模糊数的两层线性规划问题,首先是利用模糊结构元理论将梯形模糊数去模糊化,将其转化成常规的两层线性问题,并验证其去模糊化后的常规的两层线性规划的最优解与系数为梯形模糊数的两层线性规划问题的最优解一致,并给出具体的算法,数例进行验证.