An Interactive Fuzzy Decision Making for Fuzzy Random Multiobjective Linear Programming Problems

Abstract

In this paper, we propose an interactive fuzzy decision making method for fuzzy random multiobjective linear programming problems(FRMOLP), in which the criteria of probability maximization model and fractile optimization are considered simultaneously. In the proposed method, it is assumed that decision maker has fuzzy goals for not only permissible objective level of a probability maximization model but also permissible stochastic level of a fractile optimization model, and such fuzzy goals are quantified by eliciting the corresponding membership functions. Using the fuzzy decision, such two kinds of membership functions are integrated. In the integrated membership space, Pareto optimality concept is introduced, and the satisfactory solution of the decision maker for FRMOLP is obtained from among a Pareto Optimal solution set on the basis of linear programming technique.