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Decision Making in Fuzzy Environments

The document discusses decision making in fuzzy environments. It describes how Bellman and Zadeh proposed modeling decisions with fuzzy objective functions and constraints characterized by membership functions. A fuzzy decision satisfies the objective(s) and constraints. An example models maximizing a substantially large objective subject to a vicinity constraint. Fuzzy linear programming generalizes classical linear programming by allowing aspiration levels and fuzzy constraints. Symmetric fuzzy LP finds solutions that satisfy membership levels for objectives and constraints. The approach provides advantages over crisp models by efficiently handling fuzzy descriptions from decision makers.

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131 views12 pages

Decision Making in Fuzzy Environments

The document discusses decision making in fuzzy environments. It describes how Bellman and Zadeh proposed modeling decisions with fuzzy objective functions and constraints characterized by membership functions. A fuzzy decision satisfies the objective(s) and constraints. An example models maximizing a substantially large objective subject to a vicinity constraint. Fuzzy linear programming generalizes classical linear programming by allowing aspiration levels and fuzzy constraints. Symmetric fuzzy LP finds solutions that satisfy membership levels for objectives and constraints. The approach provides advantages over crisp models by efficiently handling fuzzy descriptions from decision makers.

Uploaded by

Mohamed mohamed
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Decision Making In Fuzzy

Environments

Elshimaa Elgendi
Operations Research and Decision Support System
Faculty of Computers and Artificial Intelligence
Fuzzy Decision
• In 1970 Bellman and Zadeh considered classical model of a
decision and suggested a model for decision making in a
fuzzy environment.
• They consider a situation of decision making under
uncertainty, in which the objective function as well as the
constraint(s) are fuzzy, and argue as follows:
• The fuzzy objective function is characterized by its membership
function, and so are the constraints.
• A decision in a fuzzy environment is defined by analogy to
nonfuzzy environments as the selection of activities that
simultaneously satisfy objective function(s) and constraints.
Example 1
• Objective function "x should be substantially larger than 10," characterized by the
membership function

• Constraint "x should be in the vicinity of 11," characterized by the membership function

• The membership function of the decision is then


Example 1 (cont.)
Fuzzy Linear Programming
• The classical model of linear programming can be stated as

• LP-decision to be made in fuzzy environments,


• the decision maker might not really want to actually maximize or minimize the
objective function. Rather, he or she might want to reach some aspiration levels that
might not even be definable crisply.
• the constraints might be vague.
• The decision maker might accept small violations of constraints but might also attach
different (crisp or fuzzy) degrees of importance to violations of different constraints.
Symmetric Fuzzy LP
• the decision maker can establish an aspiration level, z, for the value of the
objective function he or she wants to achieve and that each of the constraints
is modeled as a fuzzy set.
• The model will be, find x such that

• The objective function might have to be written as a minimizing goal in order


Symmetric Fuzzy LP (cont.)

• The model will be

• By substituting

• The membership function of the fuzzy set "decision" of the model is


Symmetric Fuzzy LP (cont.)
• The crisp form will be

• Where The Pi are subjectively chosen constants of admissible violations of


the constraints and the objective function.
• di is the lower bounds of the tolerance interval
• It’s a regular LP with one more constraint and can be solved efficiently.
Example
• Crisp LP
min z  41400 x1  44300 x2  48100 x3  49100 x4
0.84 x1  1.44 x2  2.16 x3  2.4 x4  170
16 x1  16 x2  16 x3  16 x4  1300
x1  6
x2 , x3 , x4  0
( x1 , x2 , x3 , x4 , z )  (6,16.29,0,58.96,3864795 )
constra int s  (170,1300 ,6)
Example 2 cont’d
• Fuzzy Objective function Fuzzy Constraints
Maximize λ
St. λpi+Bix<=di+pi i= 1,2,….M+1
x>=0
• Apply this to both of the objective function and constraints.
Example cont’d
• Now d=(3700000,170,1300,6)
• P=(500000,10,100,6)

41400 x1  44300 x2  48100 x3  49100 x4  500000   3700000


0.84 x1  1.44 x2  2.16 x3  0.24 x4  10  170
16 x1  16 x2  16 x3  16 x4  100   1300
x1  6  6
x2 , x3 , x4  0
( x1 , x2 , x3 , x4 , z )  (17.414,0,0,66.54,3988250 )
constra int s  (174 .33,1343 .33,17.414 )
Conclusion
• The solution of a fuzzy LP is efficient and give us some advantages to
be more practical.
Advantages of Fuzzy LP models:
1. Can be calculated efficiently.
2. Symmetrical and easy to understand.
3. Allow the decision maker to give a fuzzy description of his objectives
and constraints.
4. Constraints are given different weights.

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