The numerical calculus of expectations of fuzzy random variables

In this paper, the concept of the fuzzy Henstock integral on infinite interval is proposed in order to calculate the expectation of fuzzy random variables. Two calculating methods are proposed: one is to calculate directly by the fuzzy Henstock integral proposed in this paper, including quadrature rules and the error estimates such as the midpoint-type rule, trapezoidal-type rule, Simpson's formula, δ-fine quadrature rules and their error estimates; another is to calculate by using the equivalent characteristic of fuzzy Henstock integrability, whose membership function could be obtained by solving a nonlinear programming problem.