An interactive satisficing method for solving multiobjective mixed fuzzy-stochastic programming problems

In this paper an interactive satisficing method (named PRELIME) is proposed for solving mixed fuzzy-stochastic multiobjective programming problems. The proposed method can be used to solve linear as well as a class of nonlinear multiobjective problems in mixed fuzzy-stochastic environment wherein va...

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Vydáno v:Fuzzy sets and systems Ročník 117; číslo 1; s. 61 - 79
Hlavní autoři: Mohan, C., Nguyen, H.T.
Médium: Journal Article
Jazyk:angličtina
Vydáno: Elsevier B.V 2001
Témata:
Decision making
Fuzzified chance constraints
Fuzzy goals
Interactive methods
Mathematical programming
Multicriteria analysis
Multiobjective mixed fuzzy-stochastic programming
Interactive methods
Decision making
Multicriteria analysis
Fuzzified chance constraints
Fuzzy goals
Multiobjective mixed fuzzy-stochastic programming
Mathematical programming
ISSN:0165-0114, 1872-6801
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Popis
Shrnutí:In this paper an interactive satisficing method (named PRELIME) is proposed for solving mixed fuzzy-stochastic multiobjective programming problems. The proposed method can be used to solve linear as well as a class of nonlinear multiobjective problems in mixed fuzzy-stochastic environment wherein various kinds of uncertainties related to fuzziness and/or randomness are present. In this method a fuzzifying approach has been proposed which treats the stochastic objectives on the basis of extended E-model and the stochastic constraints as fuzzified chance constraints. As a result of this the stochastic objectives as well as the stochastic constraints are treated in a fuzzy environment providing an opportunity to the decision maker (DM) to trade-off fuzzy as well as stochastic objectives and constraints during the interactive process of search for a satisficing solution. The use of the method has been illustrated on some test examples taken from literature.
ISSN:0165-0114
1872-6801
DOI:10.1016/S0165-0114(98)00269-3