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

被引：70

作者：

Katagiri, Hideki ^{[1
]}

Sakawa, Masatoshi ^{[1
]}

Kato, Kosuke ^{[1
]}

Nishizaki, Ichiro ^{[1
]}

机构：

[1] Hiroshima Univ, Grad Sch Engn, Hiroshima 7398527, Japan

来源：

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH | 2008年 / 188卷 / 02期

关键词：

fuzzy random variable; multiobjective linear programming; probability maximization model; stochastic programming; possibilistic programming; interactive algorithm;

D O I：

10.1016/j.ejor.2007.02.050

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

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. (c) 2007 Elsevier B.V. All rights reserved.

引用

页码：530 / 539

页数：10

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