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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.
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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
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Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Why I do not possibility measure?
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Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Five Axioms
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Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Credibility Subadditivity Theorem
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Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Credibility Semicontinuity Laws
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Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Credibility Extension Theorem
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Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Fuzzy Variable
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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)
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Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Independent Fuzzy Variables
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Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Theorem: Extension Principle of Zadeh
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Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Expected Value
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Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Why the Definition Reasonable?
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Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Credibility Distribution
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Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu A Sufficient and Necessary Condition
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Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Entropy (Li and Liu, 2005)
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Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu
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Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Essential of Uncertainty Theory
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Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu What Mathematics Made?
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Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Fuzzy Programming
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Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu The Simplest The Most Fundamental Problem
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Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Expected Value Criterion
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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
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Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Optimistic Value Criterion
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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.
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Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Pessimistic Value Criterion
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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.
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Uncertainty Theory & Uncertain Programming U T L A B Baoding Liu Tsinghua University http://orsc.edu.cn/~liu Credibility Criterion
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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.
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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
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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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