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Reviews

Fuzzy mathematical programming: a brief review

A. S. Shvedov

National Research University "Higher School of Economics" (HSE), Moscow

Abstract: The survey is given of several fuzzy mathematical programming chapters. It is observed that related to fuzzy mathematical programming are the mathematical programming tasks being formulated with the use of the fuzzy set theory concepts in any way. Considered are the tasks with soft constraints, tasks with fuzzy parameters, ranking functions, possibility measures. Fuzzy random mathematical programming tasks are discussed on the example of securities portfolio selection problem.

Keywords: fuzzy mathematical programming, possibility measures, fuzzy random variables.

UDC: 519.85