Download or read book Fuzzy Stochastic Optimization written by Shuming Wang and published by Springer Science & Business Media. This book was released on 2012-03-20 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 2014, winner of "Outstanding Book Award" by The Japan Society for Fuzzy Theory and Intelligent Informatics. Covering in detail both theoretical and practical perspectives, this book is a self-contained and systematic depiction of current fuzzy stochastic optimization that deploys the fuzzy random variable as a core mathematical tool to model the integrated fuzzy random uncertainty. It proceeds in an orderly fashion from the requisite theoretical aspects of the fuzzy random variable to fuzzy stochastic optimization models and their real-life case studies. The volume reflects the fact that randomness and fuzziness (or vagueness) are two major sources of uncertainty in the real world, with significant implications in a number of settings. In industrial engineering, management and economics, the chances are high that decision makers will be confronted with information that is simultaneously probabilistically uncertain and fuzzily imprecise, and optimization in the form of a decision must be made in an environment that is doubly uncertain, characterized by a co-occurrence of randomness and fuzziness. This book begins by outlining the history and development of the fuzzy random variable before detailing numerous optimization models and applications that include the design of system controls for a dam.
Download or read book Fuzzy Stochastic Optimization written by Springer and published by . This book was released on 2012-03-21 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic Versus Fuzzy Approaches to Multiobjective Mathematical Programming under Uncertainty written by Shi-Yu Huang and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 425 pages. Available in PDF, EPUB and Kindle. Book excerpt: Operations Research is a field whose major contribution has been to propose a rigorous fonnulation of often ill-defmed problems pertaining to the organization or the design of large scale systems, such as resource allocation problems, scheduling and the like. While this effort did help a lot in understanding the nature of these problems, the mathematical models have proved only partially satisfactory due to the difficulty in gathering precise data, and in formulating objective functions that reflect the multi-faceted notion of optimal solution according to human experts. In this respect linear programming is a typical example of impressive achievement of Operations Research, that in its detenninistic fonn is not always adapted to real world decision-making : everything must be expressed in tenns of linear constraints ; yet the coefficients that appear in these constraints may not be so well-defined, either because their value depends upon other parameters (not accounted for in the model) or because they cannot be precisely assessed, and only qualitative estimates of these coefficients are available. Similarly the best solution to a linear programming problem may be more a matter of compromise between various criteria rather than just minimizing or maximizing a linear objective function. Lastly the constraints, expressed by equalities or inequalities between linear expressions, are often softer in reality that what their mathematical expression might let us believe, and infeasibility as detected by the linear programming techniques can often been coped with by making trade-offs with the real world.
Download or read book Multi Objective Stochastic Programming in Fuzzy Environments written by Biswas, Animesh and published by IGI Global. This book was released on 2019-03-22 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is frequently observed that most decision-making problems involve several objectives, and the aim of the decision makers is to find the best decision by fulfilling the aspiration levels of all the objectives. Multi-objective decision making is especially suitable for the design and planning steps and allows a decision maker to achieve the optimal or aspired goals by considering the various interactions of the given constraints. Multi-Objective Stochastic Programming in Fuzzy Environments discusses optimization problems with fuzzy random variables following several types of probability distributions and different types of fuzzy numbers with different defuzzification processes in probabilistic situations. The content within this publication examines such topics as waste management, agricultural systems, and fuzzy set theory. It is designed for academicians, researchers, and students.
Download or read book Fuzzy Stochastic Multiobjective Programming written by Masatoshi Sakawa and published by Springer Science & Business Media. This book was released on 2011-02-03 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although studies on multiobjective mathematical programming under uncertainty have been accumulated and several books on multiobjective mathematical programming under uncertainty have been published (e.g., Stancu-Minasian (1984); Slowinski and Teghem (1990); Sakawa (1993); Lai and Hwang (1994); Sakawa (2000)), there seems to be no book which concerns both randomness of events related to environments and fuzziness of human judgments simultaneously in multiobjective decision making problems. In this book, the authors are concerned with introducing the latest advances in the field of multiobjective optimization under both fuzziness and randomness on the basis of the authors’ continuing research works. Special stress is placed on interactive decision making aspects of fuzzy stochastic multiobjective programming for human-centered systems under uncertainty in most realistic situations when dealing with both fuzziness and randomness. Organization of each chapter is briefly summarized as follows: Chapter 2 is devoted to mathematical preliminaries, which will be used throughout the remainder of the book. Starting with basic notions and methods of multiobjective programming, interactive fuzzy multiobjective programming as well as fuzzy multiobjective programming is outlined. In Chapter 3, by considering the imprecision of decision maker’s (DM’s) judgment for stochastic objective functions and/or constraints in multiobjective problems, fuzzy multiobjective stochastic programming is developed. In Chapter 4, through the consideration of not only the randomness of parameters involved in objective functions and/or constraints but also the experts’ ambiguous understanding of the realized values of the random parameters, multiobjective programming problems with fuzzy random variables are formulated. In Chapter 5, for resolving conflict of decision making problems in hierarchical managerial or public organizations where there exist two DMs who have different priorities in making decisions, two-level programming problems are discussed. Finally, Chapter 6 outlines some future research directions.
Download or read book Fuzzy Stochastic Optimization written by Shuming Wang and published by Springer Science & Business Media. This book was released on 2012-03-20 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 2014, winner of "Outstanding Book Award" by The Japan Society for Fuzzy Theory and Intelligent Informatics. Covering in detail both theoretical and practical perspectives, this book is a self-contained and systematic depiction of current fuzzy stochastic optimization that deploys the fuzzy random variable as a core mathematical tool to model the integrated fuzzy random uncertainty. It proceeds in an orderly fashion from the requisite theoretical aspects of the fuzzy random variable to fuzzy stochastic optimization models and their real-life case studies. The volume reflects the fact that randomness and fuzziness (or vagueness) are two major sources of uncertainty in the real world, with significant implications in a number of settings. In industrial engineering, management and economics, the chances are high that decision makers will be confronted with information that is simultaneously probabilistically uncertain and fuzzily imprecise, and optimization in the form of a decision must be made in an environment that is doubly uncertain, characterized by a co-occurrence of randomness and fuzziness. This book begins by outlining the history and development of the fuzzy random variable before detailing numerous optimization models and applications that include the design of system controls for a dam.
Download or read book Intelligent Control written by Kaushik Das Sharma and published by Springer. This book was released on 2018-08-28 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book discusses systematic designs of stable adaptive fuzzy logic controllers employing hybridizations of Lyapunov strategy-based approaches/H∞ theory-based approaches and contemporary stochastic optimization techniques. The text demonstrates how candidate stochastic optimization techniques like Particle swarm optimization (PSO), harmony search (HS) algorithms, covariance matrix adaptation (CMA) etc. can be utilized in conjunction with the Lyapunov theory/H∞ theory to develop such hybrid control strategies. The goal of developing a series of such hybridization processes is to combine the strengths of both Lyapunov theory/H∞ theory-based local search methods and stochastic optimization-based global search methods, so as to attain superior control algorithms that can simultaneously achieve desired asymptotic performance and provide improved transient responses. The book also demonstrates how these intelligent adaptive control algorithms can be effectively utilized in real-life applications such as in temperature control for air heater systems with transportation delay, vision-based navigation of mobile robots, intelligent control of robot manipulators etc.
Download or read book A Study on Metaheuristic based Fuzzy Stochastic Optimization Models Toward Management Engineering Applications written by Shuming Wang and published by . This book was released on 2010 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Linear and Multiobjective Programming with Fuzzy Stochastic Extensions written by Masatoshi Sakawa and published by Springer Science & Business Media. This book was released on 2013-11-29 with total page 347 pages. Available in PDF, EPUB and Kindle. Book excerpt: Although several books or monographs on multiobjective optimization under uncertainty have been published, there seems to be no book which starts with an introductory chapter of linear programming and is designed to incorporate both fuzziness and randomness into multiobjective programming in a unified way. In this book, five major topics, linear programming, multiobjective programming, fuzzy programming, stochastic programming, and fuzzy stochastic programming, are presented in a comprehensive manner. Especially, the last four topics together comprise the main characteristics of this book, and special stress is placed on interactive decision making aspects of multiobjective programming for human-centered systems in most realistic situations under fuzziness and/or randomness. Organization of each chapter is briefly summarized as follows: Chapter 2 is a concise and condensed description of the theory of linear programming and its algorithms. Chapter 3 discusses fundamental notions and methods of multiobjective linear programming and concludes with interactive multiobjective linear programming. In Chapter 4, starting with clear explanations of fuzzy linear programming and fuzzy multiobjective linear programming, interactive fuzzy multiobjective linear programming is presented. Chapter 5 gives detailed explanations of fundamental notions and methods of stochastic programming including two-stage programming and chance constrained programming. Chapter 6 develops several interactive fuzzy programming approaches to multiobjective stochastic programming problems. Applications to purchase and transportation planning for food retailing are considered in Chapter 7. The book is self-contained because of the three appendices and answers to problems. Appendix A contains a brief summary of the topics from linear algebra. Pertinent results from nonlinear programming are summarized in Appendix B. Appendix C is a clear explanation of the Excel Solver, one of the easiest ways to solve optimization problems, through the use of simple examples of linear and nonlinear programming.
Download or read book Stochastic Global Optimization and Its Applications with Fuzzy Adaptive Simulated Annealing written by Hime Aguiar e Oliveira Junior and published by Springer Science & Business Media. This book was released on 2012-01-26 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic global optimization is a very important subject, that has applications in virtually all areas of science and technology. Therefore there is nothing more opportune than writing a book about a successful and mature algorithm that turned out to be a good tool in solving difficult problems. Here we present some techniques for solving several problems by means of Fuzzy Adaptive Simulated Annealing (Fuzzy ASA), a fuzzy-controlled version of ASA, and by ASA itself. ASA is a sophisticated global optimization algorithm that is based upon ideas of the simulated annealing paradigm, coded in the C programming language and developed to statistically find the best global fit of a nonlinear constrained, non-convex cost function over a multi-dimensional space. By presenting detailed examples of its application we want to stimulate the reader’s intuition and make the use of Fuzzy ASA (or regular ASA) easier for everyone wishing to use these tools to solve problems. We kept formal mathematical requirements to a minimum and focused on continuous problems, although ASA is able to handle discrete optimization tasks as well. This book can be used by researchers and practitioners in engineering and industry, in courses on optimization for advanced undergraduate and graduate levels, and also for self-study.
Download or read book Theory and Practice of Uncertain Programming written by Baoding Liu and published by Springer. This book was released on 2008-12-28 with total page 205 pages. Available in PDF, EPUB and Kindle. Book excerpt: Real-life decisions are usually made in the state of uncertainty such as randomness and fuzziness. How do we model optimization problems in uncertain environments? How do we solve these models? In order to answer these questions, this book provides a self-contained, comprehensive and up-to-date presentation of uncertain programming theory, including numerous modeling ideas, hybrid intelligent algorithms, and applications in system reliability design, project scheduling problem, vehicle routing problem, facility location problem, and machine scheduling problem. Researchers, practitioners and students in operations research, management science, information science, system science, and engineering will find this work a stimulating and useful reference.
Download or read book Fuzzy Optimization written by Weldon A. Lodwick and published by Springer Science & Business Media. This book was released on 2010-07-12 with total page 535 pages. Available in PDF, EPUB and Kindle. Book excerpt: This potent area of technology allows us to formulate and solve a multitude of problems. Written by leading experts, this overview covers a number of aspects of fuzzy optimization, some related general issues, and various applications of this powerful tool.
Download or read book Stochastic Optimization written by Stanislav Uryasev and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic programming is the study of procedures for decision making under the presence of uncertainties and risks. Stochastic programming approaches have been successfully used in a number of areas such as energy and production planning, telecommunications, and transportation. Recently, the practical experience gained in stochastic programming has been expanded to a much larger spectrum of applications including financial modeling, risk management, and probabilistic risk analysis. Major topics in this volume include: (1) advances in theory and implementation of stochastic programming algorithms; (2) sensitivity analysis of stochastic systems; (3) stochastic programming applications and other related topics. Audience: Researchers and academies working in optimization, computer modeling, operations research and financial engineering. The book is appropriate as supplementary reading in courses on optimization and financial engineering.
Download or read book Fuzzy Sets and Interactive Multiobjective Optimization written by Masatoshi Sakawa and published by Springer Science & Business Media. This book was released on 2013-11-21 with total page 319 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main characteristics of the real-world decision-making problems facing humans today are multidimensional and have multiple objectives including eco nomic, environmental, social, and technical ones. Hence, it seems natural that the consideration of many objectives in the actual decision-making process re quires multiobjective approaches rather than single-objective. One ofthe major systems-analytic multiobjective approaches to decision-making under constraints is multiobjective optimization as a generalization of traditional single-objective optimization. Although multiobjective optimization problems differ from single objective optimization problems only in the plurality of objective functions, it is significant to realize that multiple objectives are often noncom mensurable and conflict with each other in multiobjective optimization problems. With this ob servation, in multiobjective optimization, the notion of Pareto optimality or effi ciency has been introduced instead of the optimality concept for single-objective optimization. However, decisions with Pareto optimality or efficiency are not uniquely determined; the final decision must be selected from among the set of Pareto optimal or efficient solutions. Therefore, the question is, how does one find the preferred point as a compromise or satisficing solution with rational pro cedure? This is the starting point of multiobjective optimization. To be more specific, the aim is to determine how one derives a compromise or satisficing so lution of a decision maker (DM), which well represents the subjective judgments, from a Pareto optimal or an efficient solution set.
Download or read book Empirical Estimates in Stochastic Optimization and Identification written by Pavel S. Knopov and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains problems of stochastic optimization and identification. Results concerning uniform law of large numbers, convergence of approximate estimates of extreme points, as well as empirical estimates of functionals with probability 1 and in probability are presented. Audience: Specialists in stochastic optimization and estimations, postgraduate students, and graduate students studying such topics
Download or read book Monte Carlo Methods in Fuzzy Optimization written by James J. Buckley and published by Springer Science & Business Media. This book was released on 2008-02-20 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: Monte Carlo Methods in Fuzzy Optimization is a clear and didactic book about Monte Carlo methods using random fuzzy numbers to obtain approximate solutions to fuzzy optimization problems. The book includes various solved problems such as fuzzy linear programming, fuzzy regression, fuzzy inventory control, fuzzy game theory, and fuzzy queuing theory. The book will appeal to engineers, researchers, and students in Fuzziness and applied mathematics.
Download or read book Applications of Stochastic Programming written by Stein W. Wallace and published by SIAM. This book was released on 2005-01-01 with total page 724 pages. Available in PDF, EPUB and Kindle. Book excerpt: Consisting of two parts, this book presents papers describing publicly available stochastic programming systems that are operational. It presents a diverse collection of application papers in areas such as production, supply chain and scheduling, gaming, environmental and pollution control, financial modeling, telecommunications, and electricity.
