Interactive fuzzy programming through possibility measures and probability maximization for two-level linear programming problems involving fuzzy random variable coefficients

In this research, focusing on two-level linear programming problems involving fuzzy random variables, we pro pose a new decision making model through possibility measures. Taking into account vagueness of judgments of decision makers for each objective function, fuzzy goals are introduced. Noting th...

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Published in:2011 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE 2011) pp. 1830 - 1835
Main Authors: Sakawa, Masatoshi, Katagiri, Hideki, Matsui, Takeshi
Format: Conference Proceeding
Language:English
Published: IEEE 01.06.2011
Subjects:
Decision making
Delta modulation
interactive fuzzy decision making
Linear programming
Mathematical model
possibility
probability maximization
Programming
Random variables
Stochastic processes
two-level programming
ISBN:9781424473151, 1424473152
ISSN:1098-7584
Online Access:Get full text
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Abstract In this research, focusing on two-level linear programming problems involving fuzzy random variables, we pro pose a new decision making model through possibility measures. Taking into account vagueness of judgments of decision makers for each objective function, fuzzy goals are introduced. Noting that the degree of the possibility fluctuates stochastically, we propose a probability maximization model in stochastic programming. Through probability maximization, the transformed stochastic two-level programming problem can be reduced to a deterministic one. Interactive fuzzy programming to derive a satisfactory solution for the decision maker at the upper level in consideration of the cooperative relation between decision makers is presented.
AbstractList In this research, focusing on two-level linear programming problems involving fuzzy random variables, we pro pose a new decision making model through possibility measures. Taking into account vagueness of judgments of decision makers for each objective function, fuzzy goals are introduced. Noting that the degree of the possibility fluctuates stochastically, we propose a probability maximization model in stochastic programming. Through probability maximization, the transformed stochastic two-level programming problem can be reduced to a deterministic one. Interactive fuzzy programming to derive a satisfactory solution for the decision maker at the upper level in consideration of the cooperative relation between decision makers is presented.
Author Matsui, Takeshi
Sakawa, Masatoshi
Katagiri, Hideki
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  givenname: Hideki
  surname: Katagiri
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  givenname: Takeshi
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  fullname: Matsui, Takeshi
  email: tak-matsui@hiroshima-u.ac.jp
  organization: Fac. of Eng., Hiroshima Univ., Higashi-Hiroshima, Japan
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Snippet In this research, focusing on two-level linear programming problems involving fuzzy random variables, we pro pose a new decision making model through...
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StartPage 1830
SubjectTerms Decision making
Delta modulation
interactive fuzzy decision making
Linear programming
Mathematical model
possibility
probability maximization
Programming
Random variables
Stochastic processes
two-level programming
Title Interactive fuzzy programming through possibility measures and probability maximization for two-level linear programming problems involving fuzzy random variable coefficients
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