Interactive Fuzzy Programming Based on a Probability Maximization Model for Two-Level Stochastic Linear Programming Problems

摘要

In this paper, considering the two-level linear programming problem, which is a numerical model for the optimization of a hierarchical system by two decisionmak-ers, we focus on the situation where the coefficients are stochastic variables and reduce the formulated two-level stochastic linear programming problem to an ordinary two-level programming problem based on the probability maximization model in chance-constrained programming. Based on the assumption that motivation exists for cooperation between the high-level decisionmaker and the low-level decisionmaker in this resulting two-level programming problem, we consider interactive fuzzy programming that interactively derives a satisfactory solution of the high-level decisionmaker while considering the balance with the degree of satisfaction of the low-level decisionmaker.