Interactive decision making for random fuzzy two-level programming problems through probability-possibility maximization

In this paper, we propose an interactive decision making algorithm for two-level linear programming problems under random and fuzzy environments. First we transform the original two-level programming problem with random fuzzy coefficients into a deterministic one on the basis of probability-possibility maximization. Then, we construct an interactive algorithm to obtain a compromise solution for the decision maker at the upper level in consideration of the cooperative relationship between decision makers.