A Hybrid Algorithm for Random Fuzzy Expected Value Models

W. Yan, R. Zhao, and Y. Ning (PRC)


Random fuzzy variables; random fuzzy simulation; ex pected value models; decision systems; simultaneous per turbation stochastic approximation (SPSA)


In random fuzzy decision systems, various types of deci sion models have been constructed, one of which is ex pected value model. To solve the model, this paper pro poses a hybrid algorithm, in which random fuzzy simula tion is designed to estimate the expected values of objec tive functions and constraint functions with random fuzzy variables, and simultaneous perturbation stochastic approx imation (SPSA) algorithm is used to search for the optimal solution. Finally, an example is provided for the sake of illustration.

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