An interactive fuzzy satisficing method for multiobjective stochastic linear programs through simple recourse model

Author

Sakawa, Masatoshi ; Kato, Kosuke ; Nishizaki, Ichiro ; Wasada, Kouichi

Author_Institution

Graduate Sch. of Eng., Hiroshima Univ., Japan

Volume

1

fYear

2001

fDate

25-28 July 2001

Firstpage

59

Abstract

The authors focus on multiobjective linear programming problems with random variable coefficients in objective functions and/or constraints. For such multiobjective problems, after reformulation on the basis of a simple recourse model, incorporating fuzzy goals of the decision maker for the objective functions, we propose an interactive fuzzy satisficing method to derive a satisficing solution for the decision maker as a fusion of stochastic programming and fuzzy programming. An illustrative numerical example is provided to demonstrate the feasibility of the proposed method

Keywords

decision theory; fuzzy set theory; interactive systems; linear programming; operations research; stochastic programming; decision maker; fuzzy goals; interactive fuzzy satisficing method; multiobjective linear programming problems; multiobjective stochastic linear programs; objective functions; random variable coefficients; satisficing solution; simple recourse model; Decision making; Electronic mail; Functional programming; Linear programming; Mathematical model; Mathematical programming; Production; Random variables; Stochastic processes; Uncertainty;

fLanguage

English

Publisher

ieee

Conference_Titel

IFSA World Congress and 20th NAFIPS International Conference, 2001. Joint 9th

Conference_Location

Vancouver, BC

Print_ISBN

0-7803-7078-3

Type

conf

DOI

10.1109/NAFIPS.2001.944227

Filename

944227