Fuzzy programming approach to multi-objective stochastic programming problems when b(i)'s follow joint normal distribution
In this paper, a multi-objective chance constrained programming problem has been considered when bi's are normal random variables and the constraints have a joint probability distribution. The probabilistic problem is converted into an equivalent deterministic non-linear programming problem. Then the fuzzy programming technique has been applied to obtain a compromise solution. A numerical example is also presented to illustrate the methodology. (C) 2000 Elsevier Science B.V. All rights reserved.
fuzzy programming normal distribution chance constrained programming joint constraint incomplete gamma function