Interactive Decision Making for Multiobjective Fuzzy Random Simple Recourse Programming Problems and Its Application

Abstract

In this paper, the author formulates a multiobjective simple recourse programming problem in which equality constraints with fuzzy random variables are involved. In the proposed method, equality constraints with fuzzy random variables are defined applying a possiblity measure. For a given permissible level γ specified by the decision maker, a γ-Pareto optimality concept is introduced. An interactive decision making method is proposed to obtain a satisfactory solution from among the γ-Pareto optimal solution set. The proposed method is applied to a farm planning problem in the Philippines, in which it is assumed that the amount of water supplied during the dry season is represented as a fuzzy random variable.