期刊
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
卷 188, 期 2, 页码 530-539出版社
ELSEVIER SCIENCE BV
DOI: 10.1016/j.ejor.2007.02.050
关键词
fuzzy random variable; multiobjective linear programming; probability maximization model; stochastic programming; possibilistic programming; interactive algorithm
This paper considers multiobjective linear programming problems with fuzzy random variables coefficients. A new decision making model is proposed to maximize both possibility and probability, which is based on possibilistic programming and stochastic programming. An interactive algorithm is constructed to obtain a satisficing solution satisfying at least weak Pareto optimality. (c) 2007 Elsevier B.V. All rights reserved.
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