抄録
This paper considers a possibility maximization model for the probability satisfying the total future return in each scenario including random fuzzy variables is more than or equal to a target value, based on possibilistic programming and stochastic programming. The main multi-criteria random fuzzy programming problem is not a well-defined problem due to including random variables and fuzzy numbers. Therefore, in order to solve it analytically, some criterions of probabilities for all objective functions are set and chance constraints are introduced. Furthermore, considering decision maker's subjectivity and flexibility of the original plan, a fuzzy goal for each objective function is introduced. Then, main problem is transformed into the deterministic equivalent problem. Since this problem is a nonlinear programming problem, the analytical solution method extending previous solution approaches is constructed.
