Analytical Properties of Credibilistic Expectation Functions

The expectation function of fuzzy variable is an important and widely used criterion in fuzzy optimization, and sound properties on the expectation function may help in model analysis and solution algorithm design for the fuzzy optimization problems. The present paper deals with some analytical prop...

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Main Authors: Shuming Wang, Bo Wang, Junzo Watada
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:The Scientific World Journal
Online Access:http://dx.doi.org/10.1155/2014/294183
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author Shuming Wang
Bo Wang
Junzo Watada
author_facet Shuming Wang
Bo Wang
Junzo Watada
author_sort Shuming Wang
collection DOAJ
description The expectation function of fuzzy variable is an important and widely used criterion in fuzzy optimization, and sound properties on the expectation function may help in model analysis and solution algorithm design for the fuzzy optimization problems. The present paper deals with some analytical properties of credibilistic expectation functions of fuzzy variables that lie in three aspects. First, some continuity theorems on the continuity and semicontinuity conditions are proved for the expectation functions. Second, a differentiation formula of the expectation function is derived which tells that, under certain conditions, the derivative of the fuzzy expectation function with respect to the parameter equals the expectation of the derivative of the fuzzy function with respect to the parameter. Finally, a law of large numbers for fuzzy variable sequences is obtained leveraging on the Chebyshev Inequality of fuzzy variables. Some examples are provided to verify the results obtained.
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publishDate 2014-01-01
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series The Scientific World Journal
spelling doaj-art-1e2050728b18492ab864037e2cbdb7ac2025-02-03T01:12:38ZengWileyThe Scientific World Journal2356-61401537-744X2014-01-01201410.1155/2014/294183294183Analytical Properties of Credibilistic Expectation FunctionsShuming Wang0Bo Wang1Junzo Watada2Department of Industrial & Systems Engineering, National University of Singapore, Block E1A No. 05-19, 1 Engineering Drive 2, 117576, SingaporeGraduate School of Information, Production & Systems, Waseda University, Hibikino 2-7, Wakamatsu-ku, Kitakyshu, Fukuoka, JapanGraduate School of Information, Production & Systems, Waseda University, Hibikino 2-7, Wakamatsu-ku, Kitakyshu, Fukuoka, JapanThe expectation function of fuzzy variable is an important and widely used criterion in fuzzy optimization, and sound properties on the expectation function may help in model analysis and solution algorithm design for the fuzzy optimization problems. The present paper deals with some analytical properties of credibilistic expectation functions of fuzzy variables that lie in three aspects. First, some continuity theorems on the continuity and semicontinuity conditions are proved for the expectation functions. Second, a differentiation formula of the expectation function is derived which tells that, under certain conditions, the derivative of the fuzzy expectation function with respect to the parameter equals the expectation of the derivative of the fuzzy function with respect to the parameter. Finally, a law of large numbers for fuzzy variable sequences is obtained leveraging on the Chebyshev Inequality of fuzzy variables. Some examples are provided to verify the results obtained.http://dx.doi.org/10.1155/2014/294183
spellingShingle Shuming Wang
Bo Wang
Junzo Watada
Analytical Properties of Credibilistic Expectation Functions
The Scientific World Journal
title Analytical Properties of Credibilistic Expectation Functions
title_full Analytical Properties of Credibilistic Expectation Functions
title_fullStr Analytical Properties of Credibilistic Expectation Functions
title_full_unstemmed Analytical Properties of Credibilistic Expectation Functions
title_short Analytical Properties of Credibilistic Expectation Functions
title_sort analytical properties of credibilistic expectation functions
url http://dx.doi.org/10.1155/2014/294183
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AT bowang analyticalpropertiesofcredibilisticexpectationfunctions
AT junzowatada analyticalpropertiesofcredibilisticexpectationfunctions