标题:Interactive Decision Making through the Variance Minimization Model Using a Possibility Measure for Fuzzy Random Multiobjective Linear Programming Problems
出版社:Japan Society for Fuzzy Theory and Intelligent Informatics
摘要:This paper considers multiobjective linear programming problems involving fuzzy random variable coefficients and examines interactive decision making to derive a satisficing solution for a decision maker. After introducing a fuzzy goal for each objective function, a problem to maximize a degree of possibility that each objective function satisfies the fuzzy goal is formulated. By considering the fact that the degree of possibility varies randomly, a fuzzy random programming model to minimize the variance of the degree, which is based on the variance minimization model in stochastic programming, is proposed. In order to find a satisficing solution for a decision maker, an interactive algorithm based on the reference point method is constructed. Finally, a numerical example of a production planning problem in agriculture is provided to demonstrate the usefulness of the proposed model.
关键词:Multiobjective linear programming problem ; fuzzy random variable ; possibility measure ; variance minimization model ; interactive decision making