Optimal Control with Fuzzy Chance Constraints

descriptionPublicationkeyboard_double_arrow_right Article , Conference object 01 Jan 2009 Turkey Publisher:University of Sistan and Baluchestan, Zahedan

Authors: Heydari, A.; Ramezanzadeh, S.;

doi: 10.22111/ijfs.2011.285

handle: 20.500.12415/2525

Optimal Control with Fuzzy Chance Constraints

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Abstract

Summary: In this paper, a model of an optimal control problem with chance constraints is introduced. The parameters of the constraints are fuzzy, random or fuzzy random variables. To defuzzify the constraints, we consider possibility levels. By chance-constrained programming the chance constraints are converted to crisp constraints which are neither fuzzy nor stochastic and then the resulting classical optimal control problem with crisp constraints is solved by the Pontryagin minimum principle and Kuhn-Tucker conditions. The model is illustrated by two numerical examples.

Country

Turkey

Related Organizations

Payame Noor University
Iran (Islamic Republic of)
Maltepe University
Turkey

Keywords

optimal control, chance-constrained programming, fuzzy random variable, Fuzzy random variable, Optimality conditions for problems involving relations other than differential equations, Possibility level, Chance-constrained programming, Fuzzy and other nonstochastic uncertainty mathematical programming, possibility level

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