Expected value of fuzzy variable and fuzzy expected value models

Abstract

This paper will present a novel concept of expected values of fuzzy variables, which is essentially a type of Choquet integral and coincides with that of random variables. In order to calculate the expected value of general fuzzy variable, a fuzzy simulation technique is also designed. Finally, we construct a spectrum of fuzzy expected value models, and integrate fuzzy simulation, neural network, and genetic algorithms to produce a hybrid intelligent algorithm for solving general fuzzy expected value models.