An interactive fuzzy satisficing method for multiobjective stochastic linear programs through simple recourse model

The authors focus on multiobjective linear programming problems with random variable coefficients in objective functions and/or constraints. For such multiobjective problems, after reformulation on the basis of a simple recourse model, incorporating fuzzy goals of the decision maker for the objectiv...

Full description

Saved in:
Bibliographic Details
Published inProceedings Joint 9th IFSA World Congress and 20th NAFIPS International Conference (Cat. No. 01TH8569) Vol. 1; pp. 59 - 64 vol.1
Main Authors Sakawa, M., Kato, K., Nishizaki, I., Wasada, K.
Format Conference Proceeding
LanguageEnglish
Published IEEE 2001
Subjects
Decision making
Electronic mail
Functional programming
Linear programming
Mathematical model
Mathematical programming
Production
Random variables
Stochastic processes
Uncertainty
Online AccessGet full text

Cover

More Information
Summary:The authors focus on multiobjective linear programming problems with random variable coefficients in objective functions and/or constraints. For such multiobjective problems, after reformulation on the basis of a simple recourse model, incorporating fuzzy goals of the decision maker for the objective functions, we propose an interactive fuzzy satisficing method to derive a satisficing solution for the decision maker as a fusion of stochastic programming and fuzzy programming. An illustrative numerical example is provided to demonstrate the feasibility of the proposed method.
ISBN:9780780370784
0780370783
DOI:10.1109/NAFIPS.2001.944227