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Credibility Theory Baoding Liu Uncertainty Theory Laboratory Department of Mathematical Sciences Tsinghua University It is a new branch of mathematics.

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Presentation on theme: "Credibility Theory Baoding Liu Uncertainty Theory Laboratory Department of Mathematical Sciences Tsinghua University It is a new branch of mathematics."— Presentation transcript:

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2 Credibility Theory Baoding Liu Uncertainty Theory Laboratory Department of Mathematical Sciences Tsinghua University It is a new branch of mathematics that studies the behavior of fuzzy phenomena.

3 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Fashion of Mathematics 2300 Years Ago: Euclid: “Elements”, First Axiomatic System 1899: Hilbert: Independence, Consistency, Completeness 1931: K. Godel: Incompleteness Theorem 1933: Kolmogoroff: Probability Theory 2004: B. Liu: Credibility Theory

4 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Why I do not possibility measure?

5 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Five Axioms

6 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Credibility Subadditivity Theorem

7 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Credibility Semicontinuity Laws

8 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Credibility Extension Theorem

9 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Fuzzy Variable

10 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Credibility Measure by Membership Function Liu and Liu (IEEE TFS, 2002)

11 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Independent Fuzzy Variables

12 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Theorem: Extension Principle of Zadeh

13 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Expected Value

14 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Why the Definition Reasonable?

15 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Credibility Distribution

16 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu A Sufficient and Necessary Condition

17 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Entropy (Li and Liu, 2005)

18 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu

19 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Essential of Uncertainty Theory

20 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu What Mathematics Made?

21 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Fuzzy Programming

22 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu The Simplest The Most Fundamental Problem

23 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Expected Value Criterion

24 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Liu and Liu (IEEE TFS, 2002) Find the decision with maximum expected return subject to some expected constraints. Fuzzy Expected Value Model

25 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Optimistic Value Criterion

26 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu (Maximax) Chance-Constrained Programming Liu and Iwamura (FSS, 1998) Maximize the optimistic value subject to chance constraints.

27 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Pessimistic Value Criterion

28 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu (Minimax) Chance-Constrained Programming Liu (IS, 1998) Maximize the pessimistic value subject to chance constraints.

29 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Credibility Criterion

30 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Fuzzy Dependent-Chance Programming Liu (IEEE TFS, 1999) Find the decision with maximum chance to meet the event in an uncertain environment.

31 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Classify Uncertain Programming via Graph Information Philosophy Single-Objective P MOP GP DP MLP Structure EVMCCPDCP Random Fuzzy Fuzzy random Fuzzy Stochastic

32 Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Last Words [1] Liu B., Foundation of Uncertainty Theory. [2] Liu B., Introduction to Uncertain Programming. If you want an electronic copy of my book, or source files of hybrid intelligent algorithms, please download them from http://orsc.edu.cn/~liu


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