A FUZZY SATISFICING METHOD FOR MULTIOBJECTIVE LINEAR OPTIMAL-CONTROL PROBLEMS

In this paper, we propose ct fuzzy satisficing method for the solution of multiobjective linear continuous optimal control problems. To solv e these multiobjective linear continuous optimal control problems, we first discretize the time and replace the system of differential equat ions by difference equations. By introducing suitable auxiliary variab les, approximate linear multiobjective programming problems are formul ated. Then by considering the vague nature of human judgements, we ass ume that the decision maker may have fuzzy goals for the objective fun ctions. Having elicited the corresponding linear membership functions through the interaction with the decision maker, if we adopt the fuzzy decision for combining them, it is shown that the formulated problem can be reduced to a linear programming problem and the satisficing sol ution for the decision maker can be obtained through the simplex metho d of linear programming. An Illustrative numerical example is provided to indicate the efficiency of the proposed method.