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James J. Buckley, Leonard J. Jowers's Monte Carlo Methods in Fuzzy Optimization PDF

By James J. Buckley, Leonard J. Jowers

ISBN-10: 3540762892

ISBN-13: 9783540762898

Monte Carlo tools in Fuzzy Optimization is a transparent and didactic publication approximately Monte Carlo equipment utilizing random fuzzy numbers to acquire approximate strategies to fuzzy optimization difficulties. The ebook contains a number of solved difficulties similar to fuzzy linear programming, fuzzy regression, fuzzy stock regulate, fuzzy video game thought, and fuzzy queuing concept. The booklet will attract engineers, researchers, and scholars in Fuzziness and utilized arithmetic.

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Extra resources for Monte Carlo Methods in Fuzzy Optimization

Sample text

X7 ). Because of the problems discussed above, curves going above (below) the horizontal line y = 1 (y = 0), we will not use this method of generating random quadratic fuzzy numbers in this book. Instead, we will employ the procedure outlined in the next section. , x5 ) ∈ [0, 1]5 of length five. The definition and properties of B´ezier generated fuzzy numbers (BGFNs) is a result of research on random fuzzy numbers done by Leonard Jowers at the University of Alabama at Birmingham [2]. B´ezier generated fuzzy numbers have a 100% yield of triangular shaped FNs.

5667. 96. 4) So we reject H0 when s ≤ 26 or s ≥ 40. In our example with s = 10 we reject H0 and conclude that this sequence of fuzzy numbers is not random. The left critical value guards against trends and the right critical value guards against cycles. A trend would be a sequences of increasing, or decreasing, fuzzy numbers leading to too few runs and s ≤ 26. Cycles would produce something like + + − − + + − − + + − − .... and too many runs with s ≥ 40. There are two other variations on the run test that could be used.

To make their use compatible with the other random number generators, our generators release integers one at a time with each call. We are particularly interested in Sobol quasi-random integers because of our prior work ([1],[2]), and because Sobol sequences are reasonably well known and we have used them with MATLAB [9]. 1 Quasi-random Sequences Quasi-random numbers are also known as Low Discrepancy Points (LDP) or low discrepancy sequences. They are called quasi-random because they possess many attributes of random numbers, but they are truly not random.

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Monte Carlo Methods in Fuzzy Optimization by James J. Buckley, Leonard J. Jowers


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