Value-at-risk-based fuzzy stochastic optimization problems.

Shuming Wang Junzo Watada

Published in: FUZZ-IEEE (2009)

Keyphrases

stochastic optimization problems
minimum risk
random variables
fuzzy sets
risk management
optimization problems
fuzzy numbers
decision making
fuzzy logic
real time
fuzzy rules
control policies
probabilistic model
membership functions
neural network
search algorithm
multistage