Multi-level multi-objective decision problem through fuzzy random regression based objective function

摘要

A multi-level decision making problem confronts several issues especially in coordinating decision in hierarchic processes and in compromising conflicting objectives for each decision level. Therefore, its mathematical model plays a pivotal role in solving such problem, and is influencing to the final result. However, it is sometimes difficult to estimate the coefficients of objective functions of the model in real situations specifically when the statistical data contain random and fuzzy information. Thus, decision making scheme should provide an appropriate method to handle the presence of such uncertainties. Hence, this paper proposes a fuzzy random regression method to estimate the coefficients value for the objective functions of multi-level multi-objective model. The algorithm is constructed to obtain a satisfaction solution, which fulfills at least weak Pareto optimality. A numerical example illustrates the proposed solution procedure.