2005•Unpublished venueRequires access
An interactive fuzzy satisficing method for multiobjective stochastic linear programming problems using a fractile criterion model
Μ. Sakawa, Hideki Katagiri, K. Kato
Open publisher page 5 citations
Abstract
In this paper, we deal with a multiobjective stochastic linear programming problem using a fractile criterion model. The problem is to optimize the aspiration level for the objective function under the chance constraint with respect to the objective function. After introducing fuzzy goals, in order to obtain a satisficing solution of the decision maker, we propose an interactive fuzzy satisficing method based on the reference point method.