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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| Published in: | Central European journal of operations research Vol. 20; no. 1; pp. 101 - 117 |
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| Main Authors: | , |
| Format: | Journal Article |
| Language: | English |
| Published: |
Berlin/Heidelberg
Springer-Verlag
01.03.2012
Springer Springer Nature B.V |
| Subjects: | |
| 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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| Bibliography: | SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 14 ObjectType-Article-2 content type line 23 |
| ISSN: | 1435-246X 1613-9178 |
| DOI: | 10.1007/s10100-010-0156-5 |