Fuzzy-multiple tasks of multicriterial optimization in risk conditions .

Abstract

Approaches to solving the optimization problem and solving a fuzzy multicriteria optimization problem under risk conditions are considered. To assess risks in fuzzy conditions, it is proposed to supplement the system of constraints of a standard decision-making task with a set of restrictions on possible losses, namely, for selected scenarios, to build a model of their consequences (damages) as functions of control parameters and impose expert limitations on an acceptable level of relative damage for each scenario