Using different dominance criteria in stochastic fuzzy linear multiobjective programming: A case of fuzzy weighted objective function
✍ Scribed by M.G. Iskander
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 571 KB
- Volume
- 37
- Category
- Article
- ISSN
- 0895-7177
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✦ Synopsis
In this paper, a stochastic fuzzy linear multiobjective programming problem is introduced and transformed to a stochastic fuzzy linear programming problem by utilizing a suggested approach of weighted objective function. In each objective, the given weight as well as the coefficients are considered fuzzy numbers with similar or different types. In each constraint, the right-hand side is a random variable with known distribution function while both the left-hand side coefficients and the tolerance measures are considered fuzzy numbers with similar or different types. Also, all random variables are considered independent. Therefore, the chance-constrained approach with different dominance criteria is used to transform the stochastic fuzzy linear multiobjective programming problem to its equivalent deterministic-crisp linear programming problem. A comparison between different dominance criteria is illustrated by a numerical example.