AN INTERACTIVE FUZZY SATISFICING METHOD FOR MULTIOBJECTIVE STOCHASTIC INTEGER PROGRAMMING PROBLEMS THROUGH VARIANCE MINIMIZATION MODEL

摘要

In this paper, we focus on multiobjective integer programming problems with random variable coefficients in objective functions and/or constraints. For such multiobjective problems, after reformulation of them on the basis of an expectation optimization model and a variance minimization model for the chance constrained programming, 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 the stochastic programming and the fuzzy one.