Minimax chance constrained programming models for fuzzy decision systems

摘要

The existing chance constrained programming for fuzzy decision systems is essentially a kind of maximax models (optimistic models) which maximize the maximum possible return. This paper presents a spectrum of minimax models as opposed to maximax models based on chance constrained programming as-well as chance constrained multiobjective programming and chance constrained goal programming, in which the minimax models will select the alternative that provides the best of the worst possible return. Finally, a fuzzy simulation based genetic algorithm will be designed for solving minimax models and illustrated by some numerical examples. (C) 1998 Elsevier Science Inc. All rights reserved. [References: 18]