Author/Authors :
Bigdeli, H Institute for the Study of War - Army Command and Staff University, Tehran, I.R. Iran , Hassanpour, H Department of Mathematics - University of Birjand, Birjand, I.R. Iran , Tayyebi, J Department of Industrial Engineering - Faculty of Industrial and Computer Engineering - Birjand University of Technology, Birjand, I.R. Iran
Abstract :
A multiobjective security game problem with fuzzy payos is studied in this paper. The problem is formulated as a
bilevel programming problem with fuzzy coecients. Using the idea of nearest interval approximation of fuzzy numbers,
the problem is transformed into a bilevel programming problem with interval coecients. The Karush-Kuhn-Tucker
conditions is applied then to reduce the problem to an interval multiobjective single-level problem. It is shown that the
solutions of this problem are obtained by solving a single-objective programming problem. Validity and applicability
of the method are illustrated by a practical example.
Keywords :
Nearest interval approximation , Fuzzy numbers , Bilevel programming , Security game
