Linear bilevel programming is a decision making problem with a two-level decentralized organization. The leader is in the upper level and the follower, in the lower level. This study addresses linear bilevel multi-objective multi-follower programming (LB-MOMFP) problem, a special case of linear bilevel programming problems with one leader and multiple followers where each decision maker has sev...

This paper considers interactive fuzzy programming for multi-level 0-1 programming problems involving random variable coefficients both in objective functions and constraints. Following the concept of fractile criterion optimization together with chance constrained programming, the formulated stochastic multi-level 0-1 programming problems are transformed into deterministic ones. Taking into ac...

abstract regarding the imprecise or fuzzy data on the agriculture activities, applying models based on fuzzy data may be useful. in line with this condition this study tries to compare the ability of possiblistic programming approach in developing optimal solution with fuzzy and deterministic programming. to get this objective a data set obtained from 90 farmers of kohgilooye region, gathered i...

Robust supplier selection problem, in a scenario-based approach has been proposed, when the demand and exchange rates are subject to uncertainties. First, a deterministic multi-objective mixed integer linear programming is developed; then, the robust counterpart of the proposed mixed integer linear programming is presented using the recent extension in robust optimization theory. We discuss dec...

Transportation network design problem (NDP) is inherently multi-objective in nature, because it involves a number of stakeholders with different needs. In addition, the decision-making process sometimes has to be made under uncertainty where certain inputs are not known exactly. In this paper, we develop three stochastic multi-objective models for designing transportation network under demand u...

@article{KautEA12, author = {Michal Kaut and Kjetil T. Midthun and Adrian S. Werner and Asgeir Tomasgard and Lars Hellemo and Marte Fodstad}, title = {Multi-horizon stochastic programming}, journal = {Computational Management Science}, year = {2014}, volume = {11}, number = {1--2}, pages = {179--193}, note = {Special Issue: Computational Techniques in Management Science}, doi = {10.1007/s10287-...

multistage stochastic programming is a key technology for making decisions over time in an uncertain environment. one of the promising areas in which this technology is implementable, is medium term planning of electricity production and trading where decision makers are typically faced with uncertain parameters (such as future demands and market prices) that can be described by stochastic proc...

In practice, there are many problems which decision parameters are fuzzy numbers, and some kind of this problems are formulated as either possibilitic programming or multi-objective programming methods. In this paper, we consider a multi-objective programming problem with fuzzy data in constraints and introduce a new approach for solving these problems base on a combination of the multi-objecti...