Title :
A SPSA Algorithm for Solving Fuzzy Random Expected Value Models
Author :
Zhang, Yunqi ; Zhao, Ruiqing ; Ning, Yufu
Author_Institution :
Sch. of Manage., Tianjin Univ.
Abstract :
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
Keywords :
fuzzy set theory; fuzzy systems; genetic algorithms; neural nets; perturbation techniques; possibility theory; random processes; stochastic processes; SPSA algorithm; function values; fuzzy random expected value models; fuzzy random simulation; fuzzy random variables; optimal solution; simultaneous perturbation stochastic approximation; Algorithm design and analysis; Approximation algorithms; Computational modeling; Computer science; Engineering management; Fuzzy neural networks; Neural networks; Random variables; Stochastic processes; Systems engineering and theory;
Conference_Titel :
Fuzzy Systems, 2005. FUZZ '05. The 14th IEEE International Conference on
Conference_Location :
Reno, NV
Print_ISBN :
0-7803-9159-4
DOI :
10.1109/FUZZY.2005.1452450
