Using the weighted max–min approach for stochastic fuzzy goal programming: A case of fuzzy weights

Abstract

In this paper, a suggested concept of the weighted max–min approach [C.-C. Lin, A weighted max–min model for fuzzy goal programming, Fuzzy Sets and Systems 142 (2004) 407–420] is introduced and applied to a stochastic fuzzy goal programming problem [M.G. Iskander, A fuzzy weighted additive approach for stochastic fuzzy goal programming, Applied Mathematics and Computation 154 (2004) 543–553]. The weights are considered either trapezoidal or triangular fuzzy numbers. The chance-constrained approach is utilized to transform the stochastic goal constraints to their deterministic equivalents. The derived deterministic-crisp model takes the form of a weighted max–min non-linear program. This methodology is illustrated by a numerical example.