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

5th International Workshop on Computational Intelligence & Applications Proceedings : IWCIA 2009 Page 14-17 published_at 2009-11
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Title ( eng )
An Interactive Fuzzy Satisficing Method for Multiobjective Stochastic Integer Programming Problems through Simple Recourse Model
Creator
Karino Atsushi
Kato Kosuke
Source Title
5th International Workshop on Computational Intelligence & Applications Proceedings : IWCIA 2009
Start Page 14
End Page 17
Abstract
Two major approaches to deal with randomness or impression involved in mathematical programming problems have been developed. The one is called stochastic programming, and the other is called fuzzy programming. In this paper, we focus on multiobjective integer programming problems involving random variable coefficients in constraints. Using the concept of simple recourse, such multiobjective stochastic integer programming problems are transformed into deterministic ones. As a fusion of stochastic programming and fuzzy one, after introducing fuzzy goals to reflect the ambiguity of the decision maker's judgments for objective functions, we propose an interactive fuzzy satisficing method to derive a satisficing solution for the decision maker by updating the reference membership levels.
NDC
Technology. Engineering [ 500 ]
Language
eng
Resource Type conference paper
Publisher
IEEE SMC Hiroshima Chapter
Date of Issued 2009-11
Rights
(c) Copyright by IEEE SMC Hiroshima Chapter.
Publish Type Version of Record
Access Rights open access
Source Identifier
[ISSN] 1883-3977
[URI] http://www.hil.hiroshima-u.ac.jp/iwcia/2009/