Article ID: | iaor20052813 |
Country: | Netherlands |
Volume: | 158 |
Issue: | 3 |
Start Page Number: | 678 |
End Page Number: | 696 |
Publication Date: | Nov 2004 |
Journal: | European Journal of Operational Research |
Authors: | Li Dengfeng, Cheng Chuntian |
Keywords: | fuzzy sets, programming: dynamic, programming: parametric |
The purpose of the paper is to investigate the stability on multiobjective dynamic programming problems with fuzzy parameters in the objective functions and in the constraints. These fuzzy parameters are characterized by fuzzy numbers. For such problems, concept and notion of the stability set of the first kind in parametric nonlinear programming problems are redefined and analyzed qualitatively under the concept of α-Pareto optimality. An algorithm for the determination of any subset of the parametric space which has the same corresponding α-Pareto optimal solution is proposed. A numerical example is given to illustrate the method developed in the paper.