A New Method for Multi-Objective Linear Programming Models with Fuzzy Random Variables
چکیده
This paper proposes a new method for solving a multi-objective linear programming model with fuzzy random variables. In this model, a multi-objective linear programming problem with real variables and fuzzy random coefficients is introduced. Then, a new algorithm is developed to solve the model based on the concepts of mean value of fuzzy random variables, chance-constrained programming and piecewise linear approximation method. Furthermore, an illustrative numerical example is also given to clarify the method discussed in this paper. © 2012 World Academic Press, UK. All rights reserved.