Credibilistic Risk Optimization Models and Algorithms

Risk optimization is a very important issue in decision making. In this paper, some credibilistic risk optimization models and algorithms are presented. Firstly, we recall some definitions and results of value-at-risk in credibilistic risk analysis. Secondly, we propose some risk optimization models by means of fuzzy programming, or more precisely, credibilistic programming. Thirdly, hybrid intelligent algorithms are designed to solve the proposed risk optimization models. Finally, some numerical examples are illustrated.