TY - GEN
T1 - Risk management for fuzzy random MST problem based on conditional Value-at-Risk
AU - Hasuike, Takashi
AU - Katagiri, Hideki
PY - 2011/7/18
Y1 - 2011/7/18
N2 - This paper deals with a minimum spanning tree problem where each edge weight is a fuzzy random variable. In terms of risk management in order to avoid adverse impacts derived from uncertainty, conditional Value-at-Risk including a necessity measure for fuzziness is introduced as a risk measure. Furthermore, by performing the deterministic equivalent transformation, the proposed problem is transformed into an existing minimum spanning tree problem to apply polynomialtime algorithms, and a solution algorithm is developed to solve the proposed problem.
AB - This paper deals with a minimum spanning tree problem where each edge weight is a fuzzy random variable. In terms of risk management in order to avoid adverse impacts derived from uncertainty, conditional Value-at-Risk including a necessity measure for fuzziness is introduced as a risk measure. Furthermore, by performing the deterministic equivalent transformation, the proposed problem is transformed into an existing minimum spanning tree problem to apply polynomialtime algorithms, and a solution algorithm is developed to solve the proposed problem.
KW - Conditional Value-at-Risk
KW - Minimum spanning tree
KW - Randomness and fuzziness
KW - Risk management
UR - http://www.scopus.com/inward/record.url?scp=79960254216&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=79960254216&partnerID=8YFLogxK
U2 - 10.1109/ICISA.2011.5772344
DO - 10.1109/ICISA.2011.5772344
M3 - Conference contribution
AN - SCOPUS:79960254216
SN - 9781424492244
T3 - 2011 International Conference on Information Science and Applications, ICISA 2011
BT - 2011 International Conference on Information Science and Applications, ICISA 2011
T2 - 2011 International Conference on Information Science and Applications, ICISA 2011
Y2 - 26 April 2011 through 29 April 2011
ER -