{"title":"Interactive fuzzy multiobjective stochastic programming with simple recourse","authors":"M. Sakawa, T. Matsui","doi":"10.1504/IJMCDM.2014.059962","DOIUrl":null,"url":null,"abstract":"This paper considers multiobjective linear programming problems involving random variables in constraints. Using the concept of simple recourse, the formulated multiobjective stochastic programming problems with simple recourse are transformed into deterministic ones. Taking into account vagueness of judgments of the decision maker, interactive fuzzy programming is presented. In the proposed method, after determining the fuzzy goals of the decision maker, a satisficing solution for the decision maker is derived efficiently by updating the reference membership levels. Extensions to integer programming are also considered. An illustrative numerical example is provided to demonstrate the feasibility and efficiency of the proposed method.","PeriodicalId":38183,"journal":{"name":"International Journal of Multicriteria Decision Making","volume":"7 1","pages":"31-46"},"PeriodicalIF":0.0000,"publicationDate":"2014-03-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1504/IJMCDM.2014.059962","citationCount":"7","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Journal of Multicriteria Decision Making","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1504/IJMCDM.2014.059962","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"Business, Management and Accounting","Score":null,"Total":0}
引用次数: 7
Abstract
This paper considers multiobjective linear programming problems involving random variables in constraints. Using the concept of simple recourse, the formulated multiobjective stochastic programming problems with simple recourse are transformed into deterministic ones. Taking into account vagueness of judgments of the decision maker, interactive fuzzy programming is presented. In the proposed method, after determining the fuzzy goals of the decision maker, a satisficing solution for the decision maker is derived efficiently by updating the reference membership levels. Extensions to integer programming are also considered. An illustrative numerical example is provided to demonstrate the feasibility and efficiency of the proposed method.
期刊介绍：
IJMCDM is a scholarly journal that publishes high quality research contributing to the theory and practice of decision making in ill-structured problems involving multiple criteria, goals and objectives. The journal publishes papers concerning all aspects of multicriteria decision making (MCDM), including theoretical studies, empirical investigations, comparisons and real-world applications. Papers exploring the connections with other disciplines in operations research and management science are particularly welcome. Topics covered include: -Artificial intelligence, evolutionary computation, soft computing in MCDM -Conjoint/performance measurement -Decision making under uncertainty -Disaggregation analysis, preference learning/elicitation -Group decision making, multicriteria games -Multi-attribute utility/value theory -Multi-criteria decision support systems and knowledge-based systems -Multi-objective mathematical programming -Outranking relations theory -Preference modelling -Problem structuring with multiple criteria -Risk analysis/modelling, sensitivity/robustness analysis -Social choice models -Theoretical foundations of MCDM, rough set theory -Innovative applied research in relevant fields
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