An interactive fuzzy satisficing method for multiobjective stochastic linear programs through simple recourse model

摘要

The authors focus on multiobjective linear programming problems with random variable coefficients in objective functions and/or constraints. For such multiobjective problems, after reformulation on the basis of a simple recourse model, incorporating fuzzy goals of the decision maker for the objective functions, we propose an interactive fuzzy satisficing method to derive a satisficing solution for the decision maker as a fusion of stochastic programming and fuzzy programming. An illustrative numerical example is provided to demonstrate the feasibility of the proposed method.