The expected value of perfect information for two-stage random fuzzy programming with recourse

Autor: Xiu-Chao Song, Ya-Yi Xu, Ming-Fa Zheng
Rok vydání: 2009
Předmět:
Zdroj: 2009 International Conference on Machine Learning and Cybernetics.
DOI: 10.1109/icmlc.2009.5212462
Popis: 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.
Databáze: OpenAIRE