出版社：Japan Society for Fuzzy Theory and Intelligent Informatics
摘要：In this paper, we present a decision making method based on the chance constrained condition programming in the stochastic programming for the case that random variable coefficients are included in two-level linear programming problems where a decision maker exists at the upper level and the other decision maker does at the lower level. To be more specific, first, we reduce a two-level stochastic linear programming problem to an ordinary two-level linear programming problem on the basis of a variance minimization model considering expectations in the chance constrained condition programming. Then, we consider interactive fuzzy programming to derive a satisfactory solution for the decision maker at the upper level through interaction in consideration of the balance between the satisfactory level of the decision maker at the upper level and that of the decision maker at the lower level under the assumption that the decision maker at the upper level and one at the lower level have motivation to cooperate mutually.
关键词：Two-level linear programming problem ; random variable coefficient ; chance constrained condition ; expectation ; variance minimization model ; interactive fuzzy programming
