Random Fuzzy Multiobjective Linear Programming Through Probability Maximization

In this paper, we propose an interactive decision making method for random fuzzy multiobjective linear programming problems (RFMOLP) through a probability maximization model. In the proposed method, it is assumed that the decision maker has fuzzy goals for not only permissible objective levels of a probability maximization model but also the corresponding distribution function values. Using the fuzzy decision, such two kinds of membership functions are integrated. In the integrated membership space, a satisfactory solution is obtained from among a Pareto optimal solution set through the interaction with the decision maker.