Studying interconnections between two classes of two-stage fuzzy optimization problems
In this paper,we study two types of risk aversion two-stage fuzzy optimization problems.The first type is called two-stage fuzzy minimum risk problem (FMRP),while the second type is referred to as two-stage fuzzy value-at-risk problem (FVRP).In order to facilitate the solution of the two optimization problems,it is required to study the properties of FMRP and FVRP as well as their relationships.For this purpose,we first discuss the semicontinuity about the recourse function of two-stage FMRP.After that,we discuss the interconnections between optimal objective value of FMRP and that of FVRP,and the relationships between optimal solution of FMRP and that of FVRP.Using the obtained results,it would be possible to solve one two-stage optimization problem indirectly by solving its counterpart.
Fuzzy variable Two-stage fuzzy programming Risk aversion
Yankui Liu Xuejie Bai
College of Mathematics & Computer Science,Hebei University Baoding 071002,Hebei,China College of Science,Agricultural University of Hebei Baoding,Hebei 071001,China
国内会议
开封
英文
26-38
2012-05-25（万方平台首次上网日期，不代表论文的发表时间）