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oaioai:pure.iiasa.ac.at:9135

Interactive Fuzzy Programming for Stochastic Two-level Linear Programming Problems through Probability Maximization

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Publication date
1 April 2009
Publisher
IR-09-013

Abstract

This paper considers stochastic two-level linear programming problems. Using the concept of chance constraints and probability maximization, original problems are transformed into deterministic ones. An interactive fuzzy programming method is presented for deriving a satisfactory solution efficiently with considerations of overall satisfactory balance

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International Institute for Applied Systems Analysis (IIASA)

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Last time updated on 11/05/2016

This paper was published in International Institute for Applied Systems Analysis (IIASA).

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