A SPSA Algorithm for Solving Fuzzy Random Expected Value Models

Author

Zhang, Yunqi ; Zhao, Ruiqing ; Ning, Yufu

Author_Institution

Sch. of Manage., Tianjin Univ.

fYear

2005

fDate

25-25 May 2005

Firstpage

536

Lastpage

540

Abstract

In this paper, fuzzy random expected value models are considered. In order to solve the models, a simultaneous perturbation stochastic approximation (SPSA) algorithm based on fuzzy random simulation is proposed, in which fuzzy random simulation technique is designed to estimate the expected values of functions with fuzzy random variables, and SPSA is used to search for the optimal solution. At the end of this paper, an example illustrates the feasibility and effectiveness of the provided algorithm

Keywords

fuzzy set theory; fuzzy systems; genetic algorithms; neural nets; perturbation techniques; possibility theory; random processes; stochastic processes; SPSA algorithm; function values; fuzzy random expected value models; fuzzy random simulation; fuzzy random variables; optimal solution; simultaneous perturbation stochastic approximation; Algorithm design and analysis; Approximation algorithms; Computational modeling; Computer science; Engineering management; Fuzzy neural networks; Neural networks; Random variables; Stochastic processes; Systems engineering and theory;

fLanguage

English

Publisher

ieee

Conference_Titel

Fuzzy Systems, 2005. FUZZ '05. The 14th IEEE International Conference on

Conference_Location

Reno, NV

Print_ISBN

0-7803-9159-4

Type

conf

DOI

10.1109/FUZZY.2005.1452450

Filename

1452450