Random Fuzzy Multiobjective Linear Programming with Variance Covariance Matrices

摘要

In this paper, we propose an interactive decision making method for random fuzzy multiobjective linear programming problems with variance covariance matrices (RFMOLP-VC). In the proposed method, it is assumed that the decision maker has fuzzy goals for not only permissible objective levels of a probability maximization model for RFMOLP-VC but also the corresponding distribution function values. Using the fuzzy decision, such two kinds of membership functions are integrated. In the integrated membership space, a satisfactory solution is obtained from among a Pareto optimal solution set through the interaction with the decision maker.