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Interactive multiobjective fuzzy random linear programming: Maximization of possibility and probability

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  • Katagiri, Hideki
  • Sakawa, Masatoshi
  • Kato, Kosuke
  • Nishizaki, Ichiro

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  • Katagiri, Hideki & Sakawa, Masatoshi & Kato, Kosuke & Nishizaki, Ichiro, 2008. "Interactive multiobjective fuzzy random linear programming: Maximization of possibility and probability," European Journal of Operational Research, Elsevier, vol. 188(2), pages 530-539, July.
    • Handle: RePEc:eee:ejores:v:188:y:2008:i:2:p:530-539
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    References listed on IDEAS

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    1. Zmeskal, Zdenek, 2005. "Value at risk methodology of international index portfolio under soft conditions (fuzzy-stochastic approach)," International Review of Financial Analysis, Elsevier, vol. 14(2), pages 263-275.
    2. Katagiri, Hideki & Sakawa, Masatoshi & Ishii, Hiroaki, 2004. "Fuzzy random bottleneck spanning tree problems using possibility and necessity measures," European Journal of Operational Research, Elsevier, vol. 152(1), pages 88-95, January.
    3. George B. Dantzig, 1955. "Linear Programming under Uncertainty," Management Science, INFORMS, vol. 1(3-4), pages 197-206, 04-07.
    4. Arthur M. Geoffrion, 1967. "Stochastic Programming with Aspiration or Fractile Criteria," Management Science, INFORMS, vol. 13(9), pages 672-679, May.
    5. López-Diaz, Miguel & Gil, Maria Angeles, 1997. "Constructive definitions of fuzzy random variables," Statistics & Probability Letters, Elsevier, vol. 36(2), pages 135-143, December.
    6. Zmeskal, Zdenek, 2005. "Value at risk methodology under soft conditions approach (fuzzy-stochastic approach)," European Journal of Operational Research, Elsevier, vol. 161(2), pages 337-347, March.
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    Cited by:

    1. Luhandjula, M.K. & Joubert, J.W., 2010. "On some optimisation models in a fuzzy-stochastic environment," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1433-1441, December.
    2. Zio, E. & Bazzo, R., 2011. "Level Diagrams analysis of Pareto Front for multiobjective system redundancy allocation," Reliability Engineering and System Safety, Elsevier, vol. 96(5), pages 569-580.
    3. Masatoshi Sakawa & Hideki Katagiri, 2012. "Stackelberg solutions for fuzzy random two-level linear programming through level sets and fractile criterion optimization," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 20(1), pages 101-117, March.
    4. Zio, E. & Bazzo, R., 2011. "A clustering procedure for reducing the number of representative solutions in the Pareto Front of multiobjective optimization problems," European Journal of Operational Research, Elsevier, vol. 210(3), pages 624-634, May.

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