Interactive fuzzy random multiobjective programming on M-/spl alpha/-Pareto optimality and stochastic programming models

Author

Katagiri, H. ; Sakawa, M. ; Kato, K. ; Nishizaki, I. ; Danjyo, H.

Author_Institution

Graduate Sch. of Eng., Hiroshima Univ., Japan

Volume

4

fYear

2005

fDate

12-12 Oct. 2005

Firstpage

3293

Abstract

This paper deals with multiobjective linear programming problems involving fuzzy random variable coefficients and provides new solution concepts based on M-/spl alpha/-Pareto optimality and stochastic programming models. Fuzzy goals are introduced to consider the imprecise of the decision maker´s judgment for objective functions. After the formulated problem is transformed into the deterministic one, an interactive algorithm based on the reference point method is constructed to solve the deterministic problem.

Keywords

Pareto optimisation; fuzzy set theory; linear programming; stochastic programming; M-/spl alpha/-Pareto optimality; deterministic problem; fuzzy random variable coefficient; interactive algorithm; interactive decision making; interactive fuzzy random multiobjective programming; multiobjective linear programming; reference point method; stochastic programming; Constraint optimization; Decision making; Fuzzy sets; Linear programming; Mathematical programming; Parameter estimation; Production planning; Random variables; Stochastic processes; Uncertainty; Fuzzy random variable; M-α-Pareto optimality; interactive decision making; multiobjective linear programming; stochastic programming model;

fLanguage

English

Publisher

ieee

Conference_Titel

Systems, Man and Cybernetics, 2005 IEEE International Conference on

Conference_Location

Waikoloa, HI

Print_ISBN

0-7803-9298-1

Type

conf

DOI

10.1109/ICSMC.2005.1571654

Filename

1571654