A HYBRID ALGORITHM FOR RANDOM FUZZY EXPECTED VALUE MODELS

摘要

In random fuzzy decision systems, various types of decision models have been constructed, one of which is expected value model. To solve the model, this paper proposes a hybrid algorithm, in which random fuzzy simulation is designed to estimate the expected values of objective functions and constraint functions with random fuzzy variables, and simultaneous perturbation stochastic approximation (SPSA) algorithm is used to search for the optimal solution. Finally, an example is provided for the sake of illustration.