Multi-objective bilevel fuzzy probabilistic programming problem

作     者：Ranarahu, N. Dash, J. K. Acharya, S. 

作者机构：Siksha O Anusandhan Univ Inst Tech Educ & Res Dept Math Khandagiri Sq Bhubaneswar 751030 Odisha India KIIT Univ Sch Appl Sci Dept Math Bhubaneswar Orissa India 

出 版 物：《OPSEARCH》 (运筹学；印度运筹学会志)

年 卷 期：2017年第54卷第3期

页      面：475-504页

学科分类：1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070104[理学-应用数学] 0701[理学-数学] 

主　　题：Stochastic programming Multi-objective programming Fuzzy programming Fuzzy normal random variables Bilevel programming Optimization techniques 

摘      要：This paper presents an efficient method for solving a multi objective bilevel programming problem with multiple number of objective functions in both first level as well as in second level. The uncertain parameters are present in second level in form of fuzzy random variables. In this case the fuzzy random variables are assumed to be fuzzy normal random variables. First the fuzziness is removed by using alpha cut technique and randomness is removed by chance constrained method. Then multi objective bilevel programming problem is transformed into a single objective non-linear mathematical model by using fuzzy programming technique. This non-linear mathematical model is solved by existing methodology or software. A numerical example is presented to illustrate the efficiency and feasibility of the proposed method.