A SPSA algorithm for solving fuzzy random expected value models

被引：0
|
作者：
Zhang, YQ [1 ]
Zhao, RQ [1 ]
Ning, YF [1 ]
机构：
[1] Tianjin Univ, Sch Management, Tianjin 300072, Peoples R China
来源：
FUZZ-IEEE 2005: PROCEEDINGS OF THE IEEE INTERNATIONAL CONFERENCE ON FUZZY SYSTEMS: BIGGEST LITTLE CONFERENCE IN THE WORLD | 2005年
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D O I：
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中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
In this paper, fuzzy random expected value models are considered. In order to solve the models, a simultaneous perturbation stochastic approximation (SPSA) algorithm based on fuzzy random simulation is proposed, in which fuzzy random simulation technique is designed to estimate the expected values of functions with fuzzy random variables, and SPSA is used to search for the optimal solution. At the end of this paper, an example illustrates the feasibility and effectiveness of the provided algorithm.
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页码：536 / 540
页数：5
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