Multiobjective fuzzy random linear programming using E-model and possibility measure
Multiobjective fuzzy random linear programming using E-model and possibility measure
复制标题
使用 E 模型和可能性测度的多目标模糊随机线性规划
DOI：
10.1109/nafips.2001.944430
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发表时间：
2001
期刊：
影响因子：
--
通讯作者：
H. Ishii
中科院分区：
文献类型：
--
作者：
H. Katagiri;M. Sakawa;H. Ishii
研究了具有模糊随机变量系数的多目标线性规划问题。由于问题的模糊性和随机性，本文提出了一种基于E-模型的决策模型，该模型是随机规划中一种有用的模型，也是一种可能性度量。首先，我们证明了所提出的问题归结为多目标线性分式规划问题。在定义了基于可能性度量期望值的Pareto最优解之后，构造了一个求解极小极大问题的算法。进一步，我们考虑了基于参考点的交互式决策问题，并给出了数值算例。
The authors deal with multiobjective linear programming problems with fuzzy random variable coefficients. Since the problem is ill-defined due to both fuzziness and randomness, we propose a decision making model based on E-model, which is a useful model in stochastic programming, and a possibility measure. First, we show that the formulated problem is reduced to a multiobjective linear fractional programming problem. After defining a Pareto optimal solution based on the expected value of possibility measure, we construct a solution algorithm for solving a minimax problem. Further, we consider interactive decision making using reference points and give numerical examples.