An Interactive Satisficing Method Based on Level Set Optimization for Fuzzy Random Multiobjective Linear Programming Problems
Hideki Katagiri, Masatoshi Sakawa, Kosuke Kato, Ichiro Nishizaki, Sio-Iong Ao, Alan H. S. Chan, Hideki Katagiri, Osca Castillo, Xu Li · AIP conference proceedings · 2009
This paper focuses on multiobjective linear programming problems involving fuzzy random variable coefficients. A new decision making model and Pareto optimal solution concept are proposed using α‐level cuts of membership function. It is shown that the problem including both randomness and fuzziness is equivalently transformed into a deterministic problem. An interactive algorithm is proposed in order to obtain a satisficing solution for a decision maker through interaction.