OPTIMAL CONTROL WITH FUZZY CHANCE CONSTRAINTS

In this paper, a model of an optimal control problem with chance constraints is introduced. The parameters of the constraints are fuzzy, random or fuzzy random variables. To defuzzify the constraints, we consider possibility levels. By chance-constrained programming the chance constraints are converted to crisp constraints which are neither fuzzy nor stochastic and then the resulting classical optimal control problem with crisp constraints is solved by the Pontryagin Minimum Principle and Kuhn-Tucker conditions. The model is illustrated by two numerical examples.