标题：Interactive Decision Making through the Variance Minimization Model Using a Possibility Measure for Fuzzy Random Multiobjective Linear Programming Problems
出版社：Japan Society for Fuzzy Theory and Intelligent Informatics
摘要：This paper considers multiobjective linear programming problems involving fuzzy random variable coefficients and examines interactive decision making to derive a satisficing solution for a decision maker. After introducing a fuzzy goal for each objective function, a problem to maximize a degree of possibility that each objective function satisfies the fuzzy goal is formulated. By considering the fact that the degree of possibility varies randomly, a fuzzy random programming model to minimize the variance of the degree, which is based on the variance minimization model in stochastic programming, is proposed. In order to find a satisficing solution for a decision maker, an interactive algorithm based on the reference point method is constructed. Finally, a numerical example of a production planning problem in agriculture is provided to demonstrate the usefulness of the proposed model.
关键词：Multiobjective linear programming problem ; fuzzy random variable ; possibility measure ; variance minimization model ; interactive decision making
