Title: Interactive decision making with fuzzy goals for simple recourse in multiobjective stochastic programming problems

Authors: Hitoshi Yano; Ichiro Nishizaki; Rongrong Zhang

Addresses: Graduate School of Humanities and Social Sciences, Nagoya City University, Nagoya, 467-8501, Japan ' Department of System Cybernetics, Graduate School of Engineering, Hiroshima University, Higashi-Hiroshima, 739-8527, Japan ' Graduate School of Humanities and Social Sciences, Nagoya City University, Nagoya, 467-8501, Japan

Abstract: In this paper, we focus on multiobjective stochastic programming problems, and propose two interactive fuzzy decision-making methods to obtain a satisfactory solution of a decision maker. In the proposed methods, equality constraints with random variables are formulated on the basis of the two-stage programming method, in which two kinds of random variables, i.e., continuous ones and discrete ones, are considered, respectively. Under the assumption that the decision maker has fuzzy goals not only for the original objective functions but also for the expectations of shortages and excesses for the violation of the equality constraints, the M-α-Pareto optimality concept is introduced, and two interactive fuzzy decision-making methods are proposed to obtain a satisfactory solution from among an M-α-Pareto optimal solution set. The proposed method is applied to a farm planning problem in the Philippines, in which it is assumed that an amount supplied of water resource in dry season is represented as a continuous or discrete random variable.

Keywords: multiobjective programming; stochastic programming; fuzzy goals; simple recourse; satisfactory solution; interactive decision making; permissible levels.

DOI: 10.1504/IJMCDM.2018.094376

International Journal of Multicriteria Decision Making, 2018 Vol.7 No.3/4, pp.326 - 346

Received: 14 Nov 2016
Accepted: 11 Aug 2017
Published online: 31 Aug 2018 *

Full-text access for editors Full-text access for subscribers Purchase this article Comment on this article