Multiobjective Fuzzy Random Two-level Simple Recourse Programming Problems and Optimistic and Pessimistic Pareto Stackelberg Solutions

Abstract

In this paper, we focus on multiobjective two-level simple recourse programming problems with discrete-type LR fuzzy random variables. To deal with such problems, we introduce new solution concepts called optimistic and pessimistic Pareto Stackelberg solutions for the leader. It is shown that such optimistic and pessimistic Pareto Stackelberg solutions can be obtained by solving weighting problems of the leader. We propose an interactive algorithm to obtain a satisfactory solution of the leader from among an optimistic or pessimistic Pareto Stackelberg solution set.