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16.05.2020 | Foundations

The mean chance conditional value at risk under interval type-2 intuitionistic fuzzy random environment

verfasst von: Sepideh Taghikhani, Fahimeh Baroughi, Behrooz Alizadeh

Erschienen in: Soft Computing | Ausgabe 13/2020

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Abstract

The interval type-2 intuitionistic fuzzy random variable is an extension of the intuitionistic fuzzy random variable such that it can be a effective tool to determine some high-uncertainty phenomena. In this paper, the interval type-2 intuitionistic fuzzy random variable is introduced for the first time, and then, a scalar expected value operator of interval type-2 intuitionistic fuzzy random variable is proposed. Moreover, the new concepts of mean chance value at risk and mean chance conditional value at risk are discussed for the interval type-2 intuitionistic fuzzy random variables which have application in uncertain optimization, like fuzzy inverse location problems. Finally, it is proven that mean chance value at risk and mean chance conditional value at risk fulfill the convex risk metric properties.

Vorheriger Artikel Uncertain maximum likelihood estimation with application to uncertain regression analysis

Nächster Artikel Conrad’s F-condition for partially ordered monoids

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Titel: The mean chance conditional value at risk under interval type-2 intuitionistic fuzzy random environment
verfasst von: Sepideh Taghikhani
Fahimeh Baroughi
Behrooz Alizadeh
Publikationsdatum: 16.05.2020
Verlag: Springer Berlin Heidelberg
Erschienen in: Soft Computing / Ausgabe 13/2020
Print ISSN: 1432-7643
Elektronische ISSN: 1433-7479
DOI: https://doi.org/10.1007/s00500-020-04975-9

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