Interactive Fuzzy Programming for Stochastic Two-level Linear Programming Problems through Probability Maximization

Interactive Fuzzy Programming for Stochastic Two-level Linear Programming Problems through Probability Maximization

Authors:   Sakawa M, Kato K

Publication Year:   2009

Reference:  IIASA Interim Report IR-09-013

Abstract

This paper considers stochastic two-level linear programming problems. Using the concept of chance constraints and probability maximization, original problems are transformed into deterministic ones. An interactive fuzzy programming method is presented for deriving a satisfactory solution efficiently with considerations of overall satisfactory balance.
KEYWORDS: Two-level linear programming problems; Random variables; Chance constraints; Probability maximization interactive decision making

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