Title :
The expected value of perfect information for two-stage random fuzzy programming with recourse
Author :
Ming-Fa Zheng ; Xu, Ya-Yi ; Song, Xiu-Chao
Author_Institution :
Coll. of Sci., Air Force Eng. Univ., Xi´´an, China
Abstract :
Based on random fuzzy theory, this paper presents a new class of two-stage random fuzzy programming model, and gives three solution concepts, which are wait-and-see solution, here and now solution and expected value solution. Since the value of information and uncertainties plays an important role in the studies of uncertainty optimization problem, this paper gives two optimal indexes based on the three solution concepts, called the expected value of perfected information and the value of random fuzzy solution, and discuss their properties in the end.
Keywords :
fuzzy set theory; stochastic programming; perfected information expected value; random fuzzy theory; stochastic programming; two-stage random fuzzy programming; uncertainty optimization problem; Cybernetics; Machine learning; Two-stage random fuzzy programming; expected value of perfect information; value of random fuzzy solution; wait-and-see solution;
Conference_Titel :
Machine Learning and Cybernetics, 2009 International Conference on
Conference_Location :
Baoding
Print_ISBN :
978-1-4244-3702-3
Electronic_ISBN :
978-1-4244-3703-0
DOI :
10.1109/ICMLC.2009.5212462