Special classes of mathematical programming models with fuzzy random variables

Article type: Research Article

Authors: Eshghi, Kourosh | Nematian, Javad

Affiliations: Department of Industrial Engineering, Sharif University of Technology, Tehran, Iran

Note: [] Corresponding author. E-mail: [email protected]

Abstract: In this paper, we will discuss two special classes of mathematical programming models with fuzzy random variables. In the first model, a linear programming problem with fuzzy decision variables and fuzzy random coefficients is introduced. Then an algorithm is developed to solve the model based on fuzzy optimization method and fuzzy ranking method. In the second model, a fuzzy random quadratic spanning tree problem is presented. Then the proposed problem is formulated and solved by using the scalar expected value of fuzzy random variables. Furthermore, illustrative numerical examples are also given to clarify the methods discussed in this paper.

Keywords: Fuzzy random theory, fuzzy random linear programming, quadratic minimum spanning tree

Journal: Journal of Intelligent & Fuzzy Systems, vol. 19, no. 2, pp. 131-140, 2008