A suggested approach for possibility and necessity dominance indices in stochastic fuzzy linear programming Original Research Article

This paper presents a suggested approach for solving a stochastic fuzzy linear programming problem. This approach utilizes two possibility and two necessity dominance indices that have been introduced by Dubois and Prade [D. Dubois, H. Prade, Ranking fuzzy numbers in the setting of possibility theory, Information Sciences 30 (1983) 183–224]. The chance-constrained approach and the αα-cut are used to transform the stochastic fuzzy problem to its deterministic-crisp equivalent, according to each of the four dominance indices. A numerical example is given.