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Fuzzy programming offers a powerful means of handling optimization problems with fuzzy parameters. Fuzzy programming has been used in different ways in the past. The particle swarm optimization (PSO) has been applied successfully to continuous nonlinear constrained optimization problems, neural network, etc. But we have not been found to use PSO for fuzzy programming in literature. In this paper, we combined with fuzzy simulation, neural network and PSO to produce a hybrid intelligent algorithm. Based on this hybrid intelligent algorithm, we introduced for solving fuzzy expected value models. Some numerical examples are given to illustrate the algorithm is effective and powerful.