Solving fuzzy stochastic multi-objective programming problems based on a fuzzy inequality
نویسندگان
1 Lecturer, Semnan University, Semnan, Iran
2 Faculty of Mathematics, Statistics and Computer Science, Semnan University, Semnan, Iran
3 Department of Applied Mathematics, School of Mathematics and Computer Science, University of Damghan, Damghan, Iran
4 Faculty of Mathematics, Statistics and Computer Science, University of Houston, Houston, Texas, USA
doi
10.22111/ijfs.2020.5513چکیده
Probabilistic or stochastic programming is a framework for modeling optimization problems that involve uncertainty.In this paper, we focus on multi-objective linear programmingproblems in which the coefficients of constraints and the righthand side vector are fuzzy random variables. There are several methodsin the literature that convert this problem to a stochastic orfuzzy problem. By using a special type of fuzzy inequality, wetransform the problem into a convenient stochastic problem. Thensome known methods are applied to obtain the optimal solution.Finally, the equivalent multi-objective problem is solved by aninteractive approach. A numerical example is provided to illustrate the procedure.
