Using the weighted max-min approach for stochastic fuzzy goal programming: A case of fuzzy weights

In this paper, a suggested concept of the weighted max-min approach [C.-C. Lin, A weighted max-min model for fuzzy goal programming, Fuzzy Sets and Systems 142 (2004) 407-420] is introduced and applied to a stochastic fuzzy goal programming problem [M.G. Iskander, A fuzzy weighted additive approach for stochastic fuzzy goal programming, Applied Mathematics and Computation 154 (2004) 543-553]. The weights are considered either trapezoidal or triangular fuzzy numbers. The chance-constrained approach is utilized to transform the stochastic goal constraints to their deterministic equivalents. The derived deterministic-crisp model takes the form of a weighted max-min non-linear program. This methodology is illustrated by a numerical example. (C) 2006 Elsevier Inc. All rights reserved.