Multi-objective bilevel fuzzy probabilistic programming problem

Abstract

This paper presents an efficient method for solving a multi objective bilevel programming problem with multiple number of objective functions in both first level as well as in second level. The uncertain parameters are present in second level in form of fuzzy random variables. In this case the fuzzy random variables are assumed to be fuzzy normal random variables. First the fuzziness is removed by using alpha cut technique and randomness is removed by chance constrained method. Then multi objective bilevel programming problem is transformed into a single objective non-linear mathematical model by using fuzzy programming technique. This non-linear mathematical model is solved by existing methodology or software. A numerical example is presented to illustrate the efficiency and feasibility of the proposed method.