Multi-objective bilevel fuzzy probabilistic programming problem

N. Ranarahu (), J. K. Dash () and S. Acharya ()
Additional contact information
N. Ranarahu: Siksha ‘O’ Anusandhan University
J. K. Dash: Siksha ‘O’ Anusandhan University
S. Acharya: KIIT University

OPSEARCH, 2017, vol. 54, issue 3, No 3, 475-504

Abstract: Abstract This paper presents an efficient method for solving a multi objective bilevel programming problem with multiple number of objective functions in both first level as well as in second level. The uncertain parameters are present in second level in form of fuzzy random variables. In this case the fuzzy random variables are assumed to be fuzzy normal random variables. First the fuzziness is removed by using alpha cut technique and randomness is removed by chance constrained method. Then multi objective bilevel programming problem is transformed into a single objective non-linear mathematical model by using fuzzy programming technique. This non-linear mathematical model is solved by existing methodology or software. A numerical example is presented to illustrate the efficiency and feasibility of the proposed method.

Keywords: Stochastic programming; Multi-objective programming; Fuzzy programming; Fuzzy normal random variables; Bilevel programming; Optimization techniques (search for similar items in EconPapers)
Date: 2017
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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DOI: 10.1007/s12597-016-0290-5

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