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Advances in Fuzzy Dynamic Programming
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Author(s): Felix Mora-Camino (Durban University of Technology, South Africa), Elena Capitanul Conea (ENAC, France), Fabio Krykhtine (COPPE UFRJ, Brazil), Walid Moudani (Lebanese University, Lebanon)and Carlos Alberto Nunes Cosenza (COPPE UFRJ, Brazil)
Copyright: 2021
Pages: 21
Source title:
Research Anthology on Reliability and Safety in Aviation Systems, Spacecraft, and Air Transport
Source Author(s)/Editor(s): Information Resources Management Association (USA)
DOI: 10.4018/978-1-7998-5357-2.ch008
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Abstract
This chapter considers the use of fuzzy dual numbers to model and solve through dynamic programming process mathematical programming problems where uncertainty is present in the parameters of the objective function or of the associated constraints. It is only supposed that the values of the uncertain parameters remain in known real intervals and can be modelled with fuzzy dual numbers. The interest of adopting the fuzzy dual formalism to implement the sequential decision-making process of dynamic programming is discussed and compared with early fuzzy dynamic programming. Here, the comparison between two alternatives is made considering not only the cumulative performance but also the cumulative risk associated with previous steps in the dynamic process, displaying the traceability of the solution under construction as it is effectively the case with the classical deterministic dynamic programming process. The proposed approach is illustrated in the case of a long-term airport investment planning problem.
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