An interactive fuzzy satisficing method for multiobjective stochastic linear programming problems using chance constrained conditions

Journal of Multi-Criteria Decision Analysis

Volumn 11, Issue 3, 2002, Pages 125-137

  Sakawa, Masatoshi ^a   Kato, Kosuke ^a  

^a HIROSHIMA UNIVERSITY   (Japan)

Author keywords

Fuzzy mathematical programming; Interactive programming; Linear programming; Multicriteria analysis; Stochastic programming

Indexed keywords

EID: 85014902663     PISSN: 10579214     EISSN: 10991360     Source Type: Journal    
DOI: 10.1002/mcda.322     Document Type: Article

References (33)

1. Bellman, RE., Zadeh, LA., 1970. Decision making in a fuzzy environment. Management Science 17: 141-164.
2. Charnes, A., Cooper, WW., 1959. Chance constrained programming. Management Science 6: 73-79.
3. Charnes, A., Cooper, WW., 1962. Programming with linear fractional functions. Naval Research Logistic Quarterly 9: 181-186.
4. Dantzig, GB., 1955. Linear programming under uncertainty. Management Science 1: 197-206.
5. Delgado M, Kacprzyk J, Verdegay JL, Vila MA (eds) 1994. Fuzzy Optimization: Recent Advances. Physica-Verlag: Heidelberg.
6. Hulsurkar, S., Biswal, MP., Sinha, SB., 1997. Fuzzy programming approach to multi-objective stochastic linear programming problems. Fuzzy Sets and Systems 88: 173-181.
7. Kacprzyk J, Orlovski SA (eds) 1987. Optimization Models Using Fuzzy Sets and Possibility Theory. D. Reidel Publishing Company: Dordrecht.
8. Kwakernaak, H., 1978. Fuzzy random variables-I. Definitions and theorems. Information Sciences 15: 1-29.
9. Lai, YJ., Hwang, CL., 1992. Fuzzy Mathematical Programming. Springer-Verlag: Berlin.
10. Lai, YJ., Hwang, CL., 1994. Fuzzy Multiple Objective Decision Making. Springer-Verlag: Berlin.
11. Leclercq, JP., 1982. Stochastic programming: an interactive multicriteria approach. European Journal of Operational Research 10: 33-41.
12. Liu, B., Iwamura, K., 1998. Chance constrained programming with fuzzy parameters. Fuzzy Sets and Systems 94: 227-237.
13. Luhandjula, MK., 1987. Multiple objective programming problems with possibilistic coefficients. Fuzzy Sets and Systems 21: 135-145.
14. Luhandjula, MK., 1996. Fuzziness and randomness in an optimization framework. Fuzzy Sets and Systems 77: 291-297.
15. Luhandjula, MK., Gupta, MM., 1996. On fuzzy stochastic optimization. Fuzzy Sets and Systems 81: 47-55.
16. Stancu-Minasian, IM., 1984. Stochastic Programming with Multiple Objective Functions. D. Reidel Publishing Company: Dordrecht.
17. Stancu-Minasian, IM., 1990. Overview of different approaches for solving stochastic programming problems with multiple objective functions. In Stochastic Versus Fuzzy Approaches to Multiobjective Mathematical Programming under Uncertainty, Slowinski R, Teghem J (eds). Kluwer Academic Publishers: Dordrecht/Boston/London; 71-101.
18. Puri, ML., 1986. Fuzzy random variables. Journal of Mathematical Analysis and Applications 114: 409-422.
19. Rommelfanger, H., 1996. Fuzzy linear programming and applications. European Journal of Operational Research 92: 512-527.
20. Sakawa, M., 1993. Fuzzy Sets and Interactive Multiobjective Optimization. Plenum Press: New York.
21. Sakawa, M., Kato, K., Nishizaki, I., 2002. An interactive fuzzy satisficing method for multiobjective stochastic linear programming problems through an expectation model. European Journal of Operational Research 145: 665-672.
22. Sakawa, M., Kato, K., Nishizaki, I., Yoshioka, M., 2000. Interactive decision making for fuzzy multiobjective linear programming problems involving random variable coefficients. Proceedings of The 4th Asian Fuzzy Systems Symposium. Vol 1. Tsukuba, Japan; 392-397.
23. Sakawa, M., Yano, H., 1985. An interactive fuzzy satisficing method using augmented minimax problems and its application to environmental systems. IEEE Transactions on Systems, Man, and Cybernetics SMC-15: 720-729.
24. Sakawa, M., Yano, H., 1989. Interactive decision making for multiobjective nonlinear programming problems with fuzzy parameters. Fuzzy Sets and Systems 29: 315-326.
25. Sakawa, M., Yano, H., 1990. An interactive fuzzy satisficing method for generalized multiobjective linear programming problems with fuzzy parameters. Fuzzy Sets and Systems 35: 125-142.
26. Sakawa, M., Yano, H., Yumine, T., 1987. An interactive fuzzy satisficing method for multiobjective linear-programming problems and its application. IEEE Transactions on Systems, Man, and Cybernetics SMC-17: 654-661.
27. Slowinski R (ed.). 1998. Fuzzy Sets in Decision Analysis, Operations Research and Statistics. Kluwer Academic Publishers: Dordrecht/Boston/London.
28. Slowinski R, Teghem J (eds) 1990. Stochastic Versus Fuzzy Approaches to Multiobjective Mathematical Programming under Uncertainty. Kluwer Academic Publishers: Dordrecht/Boston/London.
29. Teghem Jr J, Dufrane, D., Thauvoye, M., Kunsch, P., 1986. STRANGE: an interactive method for multi-objective linear programming under uncertainty. European Journal of Operational Research 26: 65-82.
30. Verdegay JL, Delgado M (eds) 1989. The Interface between Artificial Intelligence and Operations Research in Fuzzy Environment. Verlag TÜV Rheinland: Köln.
31. Wang, GY., Qiao, Z., 1993. Fuzzy programming with fuzzy random variable coefficients. Fuzzy Sets and Systems 57: 295-311.
32. Zimmermann, HJ., 1978. Fuzzy programming and linear programming with several objective functions. Fuzzy Sets and Systems 1: 45-55.
33. Zimmermann, HJ., 1987. Fuzzy Sets, Decision-Making and Expert Systems. Kluwer Academic Publishers: Boston.