On fuzzy random linear knapsack problems

This paper considers linear knapsack problems involving fuzzy random variable coefficients where decision variables are continuous. Based on possibilistic programming and stochastic programming, the problem is formulated as a chance constrained programming problem which is to maximize a degree of possibility that the objective function value satisfies a fuzzy goal. After transforming the problem into the deterministic equivalent problem, we propose a polynomial order algorithm using parametric linear programming techniques.