Interactive multiobjective fuzzy random linear programming: Maximization of possibility and probability

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 construc...

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Bibliographic Details
Published in:European journal of operational research Vol. 188; no. 2; pp. 530 - 539
Main Authors: Katagiri, Hideki, Sakawa, Masatoshi, Kato, Kosuke, Nishizaki, Ichiro
Format: Journal Article
Language:English
Published: Amsterdam Elsevier B.V 16.07.2008
Elsevier
Elsevier Sequoia S.A
Series:European Journal of Operational Research
Subjects:
ISSN:0377-2217, 1872-6860
Online Access:Get full text
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Summary: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.
Bibliography:SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 14
ISSN:0377-2217
1872-6860
DOI:10.1016/j.ejor.2007.02.050