A fuzzy robust linear programming problem with hybrid variables

Abstract

This paper proposes a fuzzy robust linear programming (FRLP) problem where the coefficients of objective function and constraints contain both fuzziness and randomness. It is shown that the original FRLP problem is transformed into deterministic linear programming problems by new methods based on the chance–constrained programming. In the presented new methods, we use an extended chance–constrained programming based on possibility and necessity measures for fuzzy stochastic constraints in FRLP problem. Finally, a numerical example is also given to show the applicability of the methods discussed in this paper.