A New Definition of Characteristic Function for Random Fuzzy Variable

Author(s):  
Jiyou Liu ◽  
Yuanguo Zhu
Author(s):  
Yian-Kui Liu ◽  
Baoding Liu

Random fuzzy variable is mapping from a possibility space to a collection of random variables. This paper first presents a new definition of the expected value operator of a random fuzzy variable, and proves the linearity of the operator. Then, a random fuzzy simulation approach, which combines fuzzy simulation and random simulation, is designed to estimate the expected value of a random fuzzy variable. Based on the new expected value operator, three types of random fuzzy expected value models are presented to model decision systems where fuzziness and randomness appear simultaneously. In addition, random fuzzy simulation, neural networks and genetic algorithm are integrated to produce a hybrid intelligent algorithm for solving those random fuzzy expected valued models. Finally, three numerical examples are provided to illustrate the feasibility and the effectiveness of the proposed algorithm.


2012 ◽  
Vol 5 (4) ◽  
pp. 63-84 ◽  
Author(s):  
Irina Georgescu

The modeling of complex risk situations imposes the existence of multiple ways to represent the risk and compare the risk situations between them. In probabilistic models, risk is described by random variables and risk situations are compared by stochastic dominance. In possibilistic or credibilistic models, risk is represented by fuzzy variables. This paper concerns three indicators of dominance associated with fuzzy variables. This allows the definition of three notions of fuzzy dominance: dominance in possibility, dominance in necessity and dominance in credibility. These three types of dominance are possibilistic and credibilistic versions of stochastic dominance. Each type offers a modality of ranking risk situations modeled by fuzzy variables. In the paper some properties of the three indicators of dominance are proved and relations between the three types of fuzzy dominance are established. For triangular fuzzy numbers formulas for the computation of these indicators are obtained. The paper also contains a contribution on a theory of risk aversion in the context of credibility theory. Using the credibilistic expected utility a notion of risk premium is defined as a measure of risk aversion of an agent in front of a risk situation described by a fuzzy variable and an approximate calculation formula of this indicator is proved.


1983 ◽  
Vol 48 (2) ◽  
pp. 356-368 ◽  
Author(s):  
Stephen G. Simpson ◽  
Galen Weitkamp

We say that a set A of reals is recursive in a real y together with a set B of reals if one can imagine a computing machine with an ability to perform a countably infinite sequence of program steps in finite time and with oracles for B and y so that decides membership in A for any real x input to by way of an oracle for x. We write A ≤ yB. A precise definition of this notion of recursion was first considered in Kleene [9]. In the notation of that paper, A ≤yB if there is an integer e so that χA(x) = {e}(x y, χB, 2E). Here χA is the characteristic function of A. Thus Kleene would say that A is recursive in (y, B, 2E), where 2E is the existential integer quantifier.Gandy [5] observes that the halting problem for infinitary machines such as , as in the case of Turing machines, gives rise to a jump operator for higher type recursion. Thus given a set B of reals, the superjump B′ of B is defined to be the set of all triples 〈e, x, y〉 such that the eth machine with oracles for y and B eventually halts when given input x. A set A is said to be semirecursive in y together with B if for some integer e, A is the cross section {x: 〈e, x, y 〉 ∈ B′}. In Kleene [9] it is demonstrated that a set A is semirecursive in y alone if and only if it is


2009 ◽  
Vol 14 (2) ◽  
pp. 229-246 ◽  
Author(s):  
Artūras Štikonas ◽  
Olga Štikonienė

This paper presents some new results on a spectrum in a complex plane for the second order stationary differential equation with one Bitsadze‐Samarskii type nonlocal boundary condition. In this paper, we survey the characteristic function method for investigation of the spectrum of this problem. Some new results on characteristic functions are proved. Many results of this investigation are presented as graphs of characteristic functions. A definition of constant eigenvalues and the characteristic function is introduced for the Sturm‐Liouville problem with general nonlocal boundary conditions.


2009 ◽  
Vol 160 (18) ◽  
pp. 2579-2596 ◽  
Author(s):  
Takashi Hasuike ◽  
Hideki Katagiri ◽  
Hiroaki Ishii

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