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
Preview |
Text
IR-09-013.pdf Download (135kB) | Preview |
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: | 27 Aug 2021 17:21 |
URI: | https://pure.iiasa.ac.at/9135 |
Actions (login required)
View Item |