An Interactive Fuzzy Satisficing Method for Multiobjective Stochastic Linear Programming Problems Considering Both Probability Maximization and Fractile Optimization

In this paper, we propose an interactive fuzzy satisficing method for multiobjective stochastic linear programming problems to obtain a satisficing solution, in which the criteria of probability maximization and fractile optimization are considered simultaneously. 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 permissible probability levels of a fractile criterion optimization model. After eliciting the corresponding membership functions for the fuzzy goals, two kinds of membership functions for permissible objective levels and permissible probability levels are integrated through the fuzzy decision. An interactive algorithm is proposed to obtain a satisficing solution from among a D-f-Pareto optimal solution set.