Interactive fuzzy stochastic two-level linear programming with simple recourse

作     者：Sakawa, Masatoshi Katagiri, Hideki Matsui, Takeshi 

作者机构：Hiroshima Univ Fac Engn Dept Syst Cybernet Higashihiroshima 7398527 Japan 

出 版 物：《INFORMATION SCIENCES》 (Inf Sci)

年 卷 期：2014年第278卷

页      面：67-75页

核心收录：

学科分类：12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 08[工学] 0812[工学-计算机科学与技术（可授工学、理学学位）] 

基　　金：Japan Society for the Promotion of Science  JSPS  (24310113) 

主　　题：Two-level linear programming Random variable Simple recourse Interactive fuzzy programming 

摘      要：In this paper, assuming cooperative behavior of the decision makers, two-level linear programming problems involving random variables in constraints are considered. Using the concept of simple recourse, the formulated stochastic two-level simple recourse problems are transformed into deterministic two-level programming ones. Taking into account vagueness of judgments of the decision makers, interactive fuzzy programming is presented. In the proposed interactive method, after determining the fuzzy goals of the decision makers at both levels, a satisfactory solution is derived efficiently by updating the satisfactory degree of the decision maker at the upper level with considerations of overall satisfactory balance between both levels. An illustrative numerical example is provided to demonstrate the feasibility and efficiency of the proposed method. (C) 2014 Elsevier Inc. All rights reserved.