Paper:
Multiobjective Random Fuzzy Linear Programming Problems Based on the Possibility Maximization Model
Takashi Hasuike*, Hideki Katagiri**, and Hiroaki Ishii*
*Graduate School of Information Science and Technology, Osaka University, 2-1 Yamadaoka, Suita, Osaka 565-0871, Japan
**Graduate School of Engineering, Hiroshima University, 1-4-1, Kagamiyama Higashi Hiroshima 739-8527, Japan
- [1] E. M. L. Beale, “On optimizing a convex function subject to linear inequalities,” Journal of the Royal Statistical Society, Vol.17, pp. 173-184, 1955.
- [2] A. Charnes and W. W. Cooper, “Deterministic equivalents for optimizing and satisfying under chance constraints,” Operations Research, Vol.11, pp. 18-39, 1963.
- [3] G. B. Dantzig, “Linear programming under uncertainty,” Management Science, Vol.1, pp. 197-206, 1955.
- [4] D. Dubois and H. Prade, “Fuzzy Sets and Systems,” Academic Press, New York, 1980.
- [5] M. Inuiguchi and T. Tanino, “Portfolio selection under independent possibilistic information,” Fuzzy Sets and Systems, Vol.115, pp. 83-92, 2000.
- [6] R. Kruse and K. D. Meyer, “Statistics with Vague Data,” D. Riedel Publishing Company, 1987.
- [7] H. Kwakernaak, “Fuzzy random variable-1, ”Information Sciences, Vol.15, pp. 1-29, 1978.
- [8] M. L. Puri and D. A. Ralescu, “Fuzzy random variables,” Journal of Mathematical Analysis and Applications, Vol.14, pp. 409-422, 1986.
- [9] B. Liu, “Theory and Practice of Uncertain Programming,” Physica Verlag, 2002.
- [10] B. Liu, “Uncertainty theory,” Physica Verlag, 2004.
- [11] H. Katagiri, H. Ishii, and M. Sakawa, “On fuzzy random linear knapsack problems, Central European Journal of Operations Research,” Vol.12 No.1, pp. 59-70, 2004.
- [12] H. Katagiri, M. Sakawa, and H. Ishii, “A study on fuzzy random portfolio selection problems using possibility and necessity measures,” Scientiae Mathematicae Japonocae, Vol.65, No.2, pp. 361-369, 2005.
- [13] T. Hasuike, H. Katagiri, and H. Ishii, “Portfolio selection problems with random fuzzy variable returns,” Proc. of 2007 IEEE Int. Conf. on Fuzzy Systems, pp. 416-421, 2007.
- [14] X. Hung, “Two new models for portfolio selection with stochastic returns taking fuzzy information,” European Journal of Operational Research, Vol.180, pp. 396-405, 2007.
- [15] X. Huang, “Optimal project selection with random fuzzy parameters,” Int. Journal of Production Economics, Vol.106, pp. 513-522, 2007.
- [16] T. Hasuike, H. Katagiri, and H. Ishii, “Probability Maximization Model of 0-1 Knapsack Problem with Random Fuzzy Variables,” Proc. of 2008 IEEE Int. Conf. on Fuzzy Systems, pp. 548-554, 2007.
- [17] H. Katagiri, M. Sakawa, K. Kato, and I. Nishizaki, “Interactive multiobjective fuzzy random linear programming: Maximization of possibility and probability,” European Journal of Operational Research, Vol.188, No. 2, pp. 530-539, 2008.
- [18] S. Kataoka, “A stochastic programming model,” Econometrica, Vol.31, pp. 181-196, 1963.
- [19] A. M. Geoffrion, “Stochastic programming with aspiration or fractile criteria,” Management Science, Vol.13, pp. 672-679, 1967.
- [20] L. A. Zadeh, “Fuzzy sets as a basis for a theory of possibility,” Fuzzy Sets and Systems, Vol.1, pp. 3-28, 1978.
This article is published under a Creative Commons Attribution-NoDerivatives 4.0 Internationa License.