An Interactive Fuzzy Satisficing Method Based on M-α-Pareto Optimality and a Fractile Criterion Optimization Model for a Fuzzy Random Multiobjective Linear Programming Problem

Abstract

This paper considers multiobjective linear programming problems involving fuzzy random variable coefficients in the objective functions. A novel decision making model, which incorporates the concept of α-level set and a fractile criterion optimization model in stochastic programming, is proposed. By extending M-α-Pareto optimal solutions in fuzzy programming, a solution concept in the proposed model is defined. In order to derive a satisficing solution for a decision maker among a set of the defined solutions, an interactive satisficing method is constructed. Finally, a simple example is provided.