Using different dominance criteria in stochastic fuzzy linear multiobjective programming: a case of fuzzy weighted objective function.

DOI10.1016/S0895-7177(03)80012-2zbMath1052.90109MaRDI QIDQ1410911

Maged George Iskander

Publication date: 15 October 2003

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

zbMATH Keywords

Chance-constrained approachFuzzy weighted objective functionStochastic fuzzy linear programming problem

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Stochastic programming (90C15) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

Related Items (8)

A modified TOPSIS approach for solving stochastic fuzzy multi-level multi-objective fractional decision making problem ⋮ Sensitivity analysis in fuzzy number linear programming problems ⋮ A computational comparison between two evaluation criteria in fuzzy multiobjective linear programs using possibility programming ⋮ A suggested approach for possibility and necessity dominance indices in stochastic fuzzy linear programming ⋮ A possibility programming approach for stochastic fuzzy multiobjective linear fractional programs ⋮ Fuzzy stochastic linear programming: survey and future research directions ⋮ A fuzzy multi-objective linear programming with interval-typed triangular fuzzy numbers ⋮ Stochastic fuzzy multi-level multi-objective fractional programming problem: a FGP approach

Uses Software

• GAMS

Cites Work

• Fuzzy programming and linear programming with several objective functions
• Comparison of fuzzy numbers using possibility programming: comments and new concepts.
• Possibility programming by the comparison of fuzzy numbers
• On fuzzy random linear programming
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