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

[thumbnail of IR-09-013.pdf]
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 View Item