A fuzzy random multiobjective 0-1 programming based on the expectation optimization model using possibility and necessity measures
In this paper, we deal with a multiobjective 0-1 programming problem involving fuzzy random variable coefficients. Introducing fuzzy goals for the objective functions, we consider the problem to maximize the degrees of possibility that the objective function values satisfy the fuzzy goals, which becomes a multiobjective stochastic 0-1 programming problem. Using the expectation model in stochastic programming, we reformulate the problem as a multiobjective 0-1 linear fractional programming problem. In order to find a satisficing solution for a decision maker, we propose an interactive satisficing method based on the reference point method and show that the problem to be solved is reduced to a mixed 0-1 programming problem. (C) 2004 Elsevier Ltd. All rights reserved.
multiobjective 0-1 programming possibility and necessity measures fuzzy random variable an interactive satisficing method