Abstract
In this chapter, by considering the imprecision of a decision maker’s (DM’s) judgments for stochastic objective functions and/or constraints in multiobjective problems, fuzzy multiobjective stochastic programming is developed. Assuming that the DM has a fuzzy goal for each of expectations and variances of the original stochastic objective functions, multiobjective stochastic programming problems are formulated. For reflecting the diversity of criteria for optimizing the stochastic objective functions, optimization criteria different from expectation and variance are also provided to maximize the probability of the objective functions being greater than or equal to target values as well as to optimize the target values under a given probability.
Published Version
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