On fuzzy simulations for expected values of functions of fuzzy numbers and intervals

Yuanyuan Liu, Yunwen Miao, Athanasios A. Pantelous, Jian Zhou, Ping Ji

Research output: Journal article publicationJournal articleAcademic researchpeer-review


Based on existing fuzzy simulation algorithms, this paper presents two innovative techniques for approximating the expected values of fuzzy numbers' monotone functions, which is of utmost importance in fuzzy optimization literature. In this regard, the stochastic discretization algorithm of Liu and Liu (2002) is enhanced by updating the discretization procedure for the simulation of the membership function and the calculation formula for the expected values. This is achieved through initiating a novel uniform sampling process and employing a formula for discrete fuzzy numbers, respectively, as the generated membership function in the stochastic discretization algorithm would adversely affect its accuracy to some extent. What is more, considering that the bisection procedure involved in the numerical integration algorithm of Li (2015) is time-consuming and also not necessary for the specified types of fuzzy numbers, a special numerical integration algorithm is proposed, which can simplify the simulation procedure by adopting the analytical expressions of α-optimistic values. Subsequently, concerning the extensive applications of regular fuzzy intervals, several theorems are introduced and proved as an extended effort to apply the improved stochastic discretization algorithm and the special numerical integration algorithm to the issues of fuzzy intervals. Throughout the article, a series of numerical experiments are conducted from which the superiority of both the two novel techniques over others are conspicuously displayed in aspects of accuracy, stability, and efficiency.
Original languageEnglish
Pages (from-to)1446-1459
JournalIEEE Transactions on Fuzzy Systems
Issue number6
Publication statusPublished - Jun 2020


  • Expected value
  • fuzzy simulation
  • regular fuzzy interval
  • regular fuzzy number

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