Multicriteria optimization problems in fuzzy random decision systems

This paper first presents multicriteria fuzzy random expected value models via expected value operators, and variance of fuzzy random variables. Then, three types of minimization (maximization) fuzzy random expected value models are built based on a decision-maker´s preference or intention. After that, the interconnections among the three types of optimization problems are discussed. At the end of the paper, a numerical example is provided to illustrate the modeling ideas of the proposed optimization problems.