Abstract
In this paper, we focus on multiobjective linear fractional programming problems with fuzzy parameters and introduce a new solution concept by assuming that the decision maker may have fuzzy goals for each of the objective functions with fuzzy parameters. In order to cope with two types of the fuzziness, which is involved in the fuzzy parameters and the fuzzy goals, by using two indices based on possibility and necessity concepts, two types of the satisficing levels are introduced. Then, the multiobjective linear fractional programming problems with fuzzy parameters are reduced to the usual multiobjective programming problem, where the satisficing levels for each of the objective functions are maximized. For this multiobjective programming problem, the new solution concept, called I-α-Pareto optimal solution is defined, and an interactive decision making method to derive the satisfying solution of the decision maker from among the I-α-Pareto optimal solution set are proposed on the basis of linear programming.