This paper considers robust programming problems based on the mean-variance model including uncertainty sets and fuzzy factors. Since these problems are not well-defined problems due to fuzzy factors, it is hard to solve them directly. Therefore, introducing chance constraints, fuzzy goals and possibility measures, the proposed models are transformed into the deterministic equivalent problems. Furthermore, in order to solve these equivalent problems efficiently, the solution method is constructed introducing the mean-absolute deviation and doing the equivalent transformations.
|AIP Conference Proceedings
|Published - 2009 4月 13
|International MultiConference of Engineers and Computer Scientists, IMECS 2008 - Hong Kong, China
継続期間: 2008 3月 19 → 2008 3月 21
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