An Interactive Fuzzy Satisficing Method through Simple Recourse Model for Multiobjective Stochastic Linear Programming Problems

Abstract

For decision making problems involving uncetainty, there exist two typical approaches: a stochastic programming aiming to optimize based on the probability theory and a fuzzy programming using fuzzy concepts to deal with the ambiguity in the decision making situation, and they have been developed in various ways. In this paper, as a hybrid of the stochastic programming and the fuzzy programming, we focus on multiobjective linear programming problems with random variables in the right-hand side of constraints. After reformulating them based on a simple recourse model to introduce penalty with respect to the difference between the left-hand side and the right-hand side of constraints, we attempt to apply the interactive fuzzy satisficing method to the formulated multiobjective simple recourse problems.