Fuzzy programming with recourse
In this study, we deal with the optimization methodology in fuzzy decision-making systems. The issue of convergence for sequences of integrable fuzzy variables is discussed. Based on credibility theory, a new class of fuzzy programming-two-stage fuzzy programming or fuzzy programming with recourse problem is introduced, and a discussion about basic properties of the recourse problems is included. To solve the two-stage fuzzy programming problems, a heuristic solution method, which combines fuzzy simulations, genetic algorithm and neural network, is proposed, and the convergence of approximating a recourse functions is proved. We provide three numerical examples to illustrate the feasibility and effectiveness of the designed algorithm.
convergence two-stage fuzzy programming genetic algorithm neural network approximation