Optimal Control with Fuzzy Chance Constraints
نویسندگان
1 Department of Mathematics, Payame Noor University, Tehran, Iran and Department of Mathematics, Faculty of Technology, Olum Entezami University, Tehran, Iran
2 Department of Mathematics, Payame Noor University, Mashhad, Iran
doi
10.22111/ijfs.2011.285چکیده
In this paper, a model of an optimal control problem with chance constraints is introduced. The parametersof the constraints are fuzzy, random or fuzzy random variables. Todefuzzify the constraints, we consider possibility levels. Bychance-constrained programming the chance constraints are converted to crisp constraints which are neither fuzzy nor stochastic and then the resulting classical optimalcontrol problem with crisp constraints is solved by thePontryagin Minimum Principle and Kuhn-Tucker conditions. The modelis illustrated by two numerical examples.
