Journal
INFORMATION SCIENCES
Volume 181, Issue 9, Pages 1641-1650Publisher
ELSEVIER SCIENCE INC
DOI: 10.1016/j.ins.2011.01.003
Keywords
Fuzzy random variable; Multiobjective linear programming; Level set-based model; Pareto optimality; Probability maximization; Interactive algorithm
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Funding
- Grants-in-Aid for Scientific Research [22710145, 22651060] Funding Source: KAKEN
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This paper considers a multiobjective linear programming problem involving fuzzy random variable coefficients. A new fuzzy random programming model is proposed by extending the ideas of level set-based optimality and a stochastic programming model. The original problem involving fuzzy random variables is transformed into a deterministic equivalent problem through the proposed model. An interactive algorithm is provided to obtain a satisficing solution for a decision maker from among a set of newly defined Pareto optimal solutions. It is shown that an optimal solution of the problem to be solved iteratively in the interactive algorithm is analytically obtained by a combination of the bisection method and the simplex method. (C) 2011 Published by Elsevier Inc.
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