Solving Fuzzy Optimization Problems Using Shapley Values and Evolutionary Algorithms

Hsien-Chung Wu ()
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Hsien-Chung Wu: Department of Mathematics, National Kaohsiung Normal University, Kaohsiung 802, Taiwan

Mathematics, 2023, vol. 11, issue 24, 1-26

Abstract: The fusion of evolutionary algorithms and the solution concepts of cooperative game theory is proposed in this paper to solve the fuzzy optimization problems. The original fuzzy optimization problem is transformed into a scalar optimization problem by assigning some suitable coefficients. The assignment of those coefficients is frequently determined by the decision-makers via their subjectivity, which may cause some biases. In order to avoid these subjective biases, a cooperative game is formulated by considering the α -level functions of the fuzzy objective function. Using the Shapley values of this formulated cooperative game, the suitable coefficients can be reasonably set up. Under these settings, the transformed scalar optimization problem is solved to obtain the nondominated solution, which will depend on the coefficients. In other words, we shall obtain a bunch of nondominated solutions depending on the coefficients. Finally, the evolutionary algorithms are invoked to find the best nondominated solution by evolving the coefficients.

Keywords: cooperative games; evolutionary algorithms; fuzzy optimization; scalar optimization; Shapley value (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2023
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