Optimistic Stackelberg solutions to bilevel linear programming with fuzzy random variable coefficients

2014 ◽  
Vol 67 ◽  
pp. 206-217 ◽  
Author(s):  
Aihong Ren ◽  
Yuping Wang
Author(s):  
Hitoshi Yano

In this paper, we propose an interactive method for multiobjective linear programming problems, in which fuzzy coefficients, random variable coefficients and fuzzy random variable coefficients are involved in the objective functions respectively. In the proposed method, it is assumed that the decision maker has a fuzzy goal for each objective function, and such a fuzzy goal can be quantified by eliciting the membership function. Through a possibility measure and a fractile optimization model, the original problem is transformed to the well-defined multiobjective programming problem. Then, a generalized Pareto optimal concept is defined, and an interactive algorithm is proposed to obtain a satisfactory solution from among a generalized Pareto optimal solution set.


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