Stackelberg solutions for fuzzy random two-level linear programming through level sets and fractile criterion optimization

This paper considers Stackelberg solutions for two-level linear programming problems under fuzzy random environments. To deal with the formulated fuzzy random two-level linear programming problem, an α -stochastic two-level linear programming problem is defined through the introduction of α -level s...

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Bibliographic Details
Published in:Central European journal of operations research Vol. 20; no. 1; pp. 101 - 117
Main Authors: Sakawa, Masatoshi, Katagiri, Hideki
Format: Journal Article
Language:English
Published: Berlin/Heidelberg Springer-Verlag 01.03.2012
Springer
Springer Nature B.V
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ISSN:1435-246X, 1613-9178
Online Access:Get full text
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Summary:This paper considers Stackelberg solutions for two-level linear programming problems under fuzzy random environments. To deal with the formulated fuzzy random two-level linear programming problem, an α -stochastic two-level linear programming problem is defined through the introduction of α -level sets of fuzzy random variables. Taking into account vagueness of judgments of decision makers, fuzzy goals are introduced and the α -stochastic two-level linear programming problem is transformed into the problem to maximize the satisfaction degree for each fuzzy goal. Through fractile criterion optimization in stochastic programming, the transformed stochastic two-level programming problem can be reduced to a deterministic two-level programming problem. An extended concept of Stackelberg solution is introduced and a numerical example is provided to illustrate the proposed method.
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ISSN:1435-246X
1613-9178
DOI:10.1007/s10100-010-0156-5