出版社：Japan Society for Fuzzy Theory and Intelligent Informatics
摘要：In this paper, we focus on multiobjective integer programming problems with random variable coefficients in objective functions and/or constraints. For such multiobjective problems, after reformulation of them on the basis of an expectation optimization model and a variance minimization model for the chance constrained programming in stochastic programming, incorporating fuzzy goals of the decision maker for the objective functions, we propose an interactive fuzzy satisficing method to derive a satisficing solution for the decision maker as a fusion of stochastic programming and fuzzy one. Since some nonliner 0-1 programming problems must be solved in the proposed method, we apply a genetic algorithm with double string using reference solution updating.
