Abstract
In this paper, we concentrate on developing a fuzzy rough multi-objective decision-making model according to uncertainty theory. We present some equivalent models and a traditional algorithm based on an interactive fuzzy satisfying method, which is similar to the interactive fuzzy rough satisfying method, in order to obtain a satisfying solution for the decision maker. In addition, the technique of fuzzy rough simulation is applied to deal with general fuzzy rough objective functions and fuzzy rough constraints which are usually difficult to convert into their equivalents. Furthermore, combined with the techniques of fuzzy rough simulation, a genetic algorithm using the compromise approach is designed for solving a fuzzy rough multi-objective programming problem. Finally, a model is applied to an inventory problem to illustrate the usefulness of the proposed model and algorithm, and then a sensitivity analysis is made.
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