INTERACTIVE FUZZY PROGRAMMING BASED ON FRACTILE CRITERION OPTIMIZATION MODEL FOR TWO-LEVEL STOCHASTIC LINEAR PROGRAMMING PROBLEMS

In this article, we focus on two-level linear programming problems involving random variable coefficients in objective functions and constraints. Following the concept of chance constrained programming, the two-level stochastic linear programming problems are transformed into deterministic ones base...

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Vydáno v:Cybernetics and systems Ročník 41; číslo 7; s. 508 - 521
Hlavní autoři: Sakawa, Masatoshi, Katagiri, Hideki
Médium: Journal Article
Jazyk:angličtina
Vydáno: Taylor & Francis Group 24.09.2010
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ISSN:0196-9722, 1087-6553
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Shrnutí:In this article, we focus on two-level linear programming problems involving random variable coefficients in objective functions and constraints. Following the concept of chance constrained programming, the two-level stochastic linear programming problems are transformed into deterministic ones based on the fractile criterion optimization model. After introducing fuzzy goals for objective functions, interactive fuzzy programming to derive a satisfactory solution for decision makers is presented as a fusion of a stochastic approach and a fuzzy one. An illustrative numerical example is provided to demonstrate the feasibility of the proposed method.
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ISSN:0196-9722
1087-6553
DOI:10.1080/01969722.2010.511547