Complexity of fuzzy answer set programming under Łukasiewicz semantics

Fuzzy answer set programming (FASP) is a generalization of answer set programming (ASP) in which propositions are allowed to be graded. Little is known about the computational complexity of FASP and almost no techniques are available to compute the answer sets of a FASP program. In this paper, we analyze the computational complexity of FASP under Łukasiewicz semantics. In particular we show that the complexity of the main reasoning tasks is located at the first level of the polynomial hierarchy, even for disjunctive FASP programs for which reasoning is classically located at the second level. Moreover, we show a reduction from reasoning with such FASP programs to bilevel linear programming, thus opening the door to practical applications. For definite FASP programs we can show P-membership. Surprisingly, when allowing disjunctions to occur in the body of rules – a syntactic generalization which does not affect the expressivity of ASP in the classical case – the picture changes drastically. In particular, reasoning tasks are then located at the second level of the polynomial hierarchy, while for simple FASP programs, we can only show that the unique answer set can be found in pseudo-polynomial time. Moreover, the connection to an existing open problem about integer equations suggests that the problem of fully characterizing the complexity of FASP in this more general setting is not likely to have an easy solution

Towards possibilistic fuzzy answer set programming

Fuzzy answer set programming (FASP) is a generalization of answer set programming to continuous domains. As it can not readily take uncertainty into account, however, FASP is not suitable as a basis for approximate reasoning and cannot easily be used to derive conclusions from imprecise information. To cope with this, we propose an extension of FASP based on possibility theory. The resulting framework allows us to reason about uncertain information in continuous domains, and thus also about information that is imprecise or vague. We propose a syntactic procedure, based on an immediate consequence operator, and provide a characterization in terms of minimal models, which allows us to straightforwardly implement our framework using existing FASP solvers

A finite-valued solver for disjunctive fuzzy answer set programs

Fuzzy Answer Set Programming (FASP) is a declarative programming paradigm which extends the flexibility and expressiveness of classical Answer Set Programming (ASP), with the aim of modeling continuous application domains. In contrast to the availability of efficient ASP solvers, there have been few attempts at implementing FASP solvers. In this paper, we propose an implementation of FASP based on a reduction to classical ASP. We also develop a prototype implementation of this method. To the best of our knowledge, this is the first solver for disjunctive FASP programs. Moreover, we experimentally show that our solver performs well in comparison to an existing solver (under reasonable assumptions) for the more restrictive class of normal FASP programs

Black-Litterman model with intuitionistic fuzzy posterior return

The main objective is to present a some variant of the Black - Litterman model. We consider the canonical case when priori return is determined by means such excess return from the CAPM market portfolio which is derived using reverse optimization method. Then the a priori return is at risk quantified uncertainty. On the side, intensive discussion shows that the experts' views are under knightian uncertainty. For this reason, we propose such variant of the Black - Litterman model in which the experts' views are described as intuitionistic fuzzy number. The existence of posterior return is proved for this case.We show that then posterior return is an intuitionistic fuzzy probabilistic set.Comment: SSRN Electronic Journal 201

"Can Banks Learn to Be Rational?"

Can banks learn to be rational in their lending activities? The answer depends on the institutionally bounded constraints to learning. From an evolutionary perspective the functionality (for survival) of "learning to be rational" creates strong incentives for such learning without, however, guaranteeing that each member of the particular economic species actually achieves increased fitness. I investigate this issue for a particular economic species, namely, commrercial banks. The purpose of this paper is to illustrate the key issues related to learning in an economic model by proposing a new screening model for bank commercial loans that uses the neuro fuzzy technique. The technical modeling aspect is integrally connected in a rigorous way to the key conceptual and theoretical aspects of the capabilities for learning to be rational in a broad but precise sense. This paper also compares the relative predictability of loan default among three methods of prediction--- discriminant analysis, logit type regression, and neuro fuzzy--- based on the real data obtained from one of the banks in Taiwan.The neuro fuzzy model, in contrast with the other two, incorporates recursive learning in a real world, imprecise linguistic environment. The empirical results show that in addition to its better screening ability, the neuro fuzzy model is superior in explaining the relationship among the variables as well. With further modifications,this model could be used by bank regulatory agencies for loan examination and by bank loan officers for loan review. The main theoretical conclusion to draw from this demonstration is that non-linear learning in a vague semantic world is both possible and useful. Therefore the search for alternatives to the full neoclassical rationality and its equivalent under uncertainty---rational expectations--- is a plausible and desirable search, especially when the probability for convergence to a rational expectations equilibrium is low.

Aggregated fuzzy answer set programming

Fuzzy Answer Set programming (FASP) is an extension of answer set programming (ASP), based on fuzzy logic. It allows to encode continuous optimization problems in the same concise manner as ASP allows to model combinatorial problems. As a result of its inherent continuity, rules in FASP may be satisfied or violated to certain degrees. Rather than insisting that all rules are fully satisfied, we may only require that they are satisfied partially, to the best extent possible. However, most approaches that feature partial rule satisfaction limit themselves to attaching predefined weights to rules, which is not sufficiently flexible for most real-life applications. In this paper, we develop an alternative, based on aggregator functions that specify which (combination of) rules are most important to satisfy. We extend upon previous work by allowing aggregator expressions to define partially ordered preferences, and by the use of a fixpoint semantics