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

Sakawa M & Kato K (2009). Interactive Fuzzy Programming for Stochastic Two-level Linear Programming Problems through Probability Maximization. IIASA Interim Report. IIASA, Laxenburg, Austria: IR-09-013

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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.

Item Type: Monograph (IIASA Interim Report)
Uncontrolled Keywords: Two-level linear programming problems; Random variables; Chance constraints; Probability maximization interactive decision making
Research Programs: Integrated Modeling Environment (IME)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 08:43
Last Modified: 08 Nov 2016 02:38
URI: http://pure.iiasa.ac.at/9135

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