A note on chance constrained programming with fuzzy coefficients
Authors:
Baoding Liu and Kakuzo Iwamura
Affiliation:
a Department of Applied Mathematics, Tsinghua University, Beijing 100084, People's Republic of China
b Department of Mathematics, Josai University, Sakado, Saitama 350-02, Japan
Abstract:
This paper deals with nonlinear chance constrained programming as well as multiobjective case and goal programming with fuzzy coefficients occurring in not only constraints but also objectives. We also present a fuzzy simulation technique for handling fuzzy objective constraints and fuzzy goal constraints. Finally, a fuzzy simulation based genetic algorithm is employed to solve a numerical example.