Article ID: | iaor20051550 |
Country: | United Kingdom |
Volume: | 11 |
Issue: | 3 |
Start Page Number: | 125 |
End Page Number: | 137 |
Publication Date: | May 2002 |
Journal: | Journal of Multi-Criteria Decision Analysis |
Authors: | Sakawa Masatoshi, Kato Kosuke |
Keywords: | fuzzy sets |
Two major approaches to deal with randomness or ambiguity involved in mathematical programming problems have been developed. They are stochastic programming approaches and fuzzy programming approaches. In this paper, we focus on multiobjective linear programming problems with random variable coefficients in objective functions and/or constraints. Using chance constrained programming techniques, the stochastic programming problems are transformed into deterministic ones. As a fusion of stochastic approaches and fuzzy ones, after determining the fuzzy goals of the decision maker, interactive fuzzy satisficing methods to derive a satisficing solution for the decision maker by updating the reference membership levels is presented.