FUZZY-PROGRAMMING APPROACH TO MULTIOBJECTIVE STOCHASTIC LINEAR-PROGRAMMING PROBLEMS

This paper presents an application of fuzzy programming approach to th e multi-objective stochastic linear programming problem. After convert ing the proposed stochastic programming problem into a deterministic p roblem (which may be linear or non-linear), fuzzy programming approach is applied to find the compromise solution. Assuming the coefficients of the decision variables in the objective functions and in the const raints, and the right-hand-side parameters in the constraints as norma l random variables, a methodology is presented to convert the probabil istic problem into a deterministic problem. Then fuzzy programming is applied using linear as well as non-linear membership functions. The m ethod leads to an efficient solution as well as an optimal compromise solution. Numerical example is also presented to illustrate the method ology. (C) 1997 Elsevier Science B.V.