基于可信性测度的模糊变量的数字特征及其不等式确定性等价-概率论与数理统计专业论文.docxVIP

I I 摘 要 Zadeh L A 在 1965 年提出了模糊集合的概念，标志了模糊数学的诞生．为了 度量模糊事件，他又提出了可能性测度与必要性测度．但可能性测度没有自对 偶性，并不与随机性中的概率测度平行．于是刘宝碇和刘彦奎在 2002 年提出可 信性测度，形成了一套完备公理化体系即可信性理论．现如今，可信性理论已 成为研究模糊现象的数学分支，如何把可信性测度运用到模糊集理论中已成为 国内外学术界研究的热点课题． 本文在现有前人研究成果的基础上，把模糊数的可能性均值和方差推广到可 信性均值和方差，并从可信性测度的角度出发，探讨了模糊约束在一定的满意度 水平之下转化为确定性的等价式．具体研究内容如下： Carlsson 和 Fuller 提出了模糊数的可能性均值方差概念，本文在此基础上， 给出了下（上）可信性均值和区间值的可信性均值的定义，又提出可信性方差 及协方差的概念，并给出了一种新的可信性方差的概念．最后证明了他们的一 些线性性质和概率论中的均值、方差及协方差的性质类似．从而为建立均值-方 差模型提供了一种新的途径，可以考虑建立以收益率为模糊数的可信性证券组 合选择模型． 在模糊优化决策问题中，约束条件包含模糊线性不等式组．如何把它们转 化为确定性的等价形式，这在模糊控制和模糊决策中起着重要的作用．可信性 测度是模糊数学实现公理化体系的一个基础．本文在可信性测度的基础上，探 讨了模糊约束在一定的满意度水平之下转化为确定性的等价式，从三个方面即 左、右端系数分别为模糊变量的模糊线性不等式组和左右两端都是模糊变量的 模糊线性不等式组进行讨论，同时就此模糊变量为三角模糊变量和梯形模糊变 量给出了模糊线性不等式组的确定性等价的具体表达式．从而为模糊线性规划 问题的求解提供新的思路． 关键词：可信性均值；可信性方差；可信性测度；模糊变量；确定性等价 II II Abstract Fuzzy sets was initiated by Zadeh L A via membership function in 1965，and was well developed and applied in a wide variety of real problems. In order to measure a fuzzy event, Zadeh proposed the concept of possibility measure. But possibility measure has no self-duality property. In order to define a self-dual measure, Liu and Liu gave the concept of credibility measure in 2002. Credibility theory is a branch of mathematics that studies the behavior of fuzzy phenomena. How to use credibility theory in studying fuzzy sets theory has become the hot spot problem at home and abroad. The possibilistic mean value and variance are extended to the credibility mean value and variance. And based on the credibility measure, we discuss the problem that fuzzy linear inequalities are converted into deterministic ones under the certain level of satisfaction measure. Study content concretely as follows: Carlsson and Fuller introduce the possibilistic mean value and variance of fuzzy numbers. Similarly, in this paper, we introduce the notations of lower credibility and upper credibility mean values and define the interval-valued credibility mean. We also introduce the notations of credibi