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Authors: Masatoshi Sakawa and Takeshi Matsui

Affiliation: Hiroshima University, Japan

Keyword(s): Multi-level 0-1 Programming, Random Variables, Interactive Fuzzy Programming, ProbabilityMaximization.

Related Ontology Subjects/Areas/Topics: Artificial Intelligence ; Computational Intelligence ; Fuzzy Systems ; Mathematical Foundations: Fuzzy Set Theory and Fuzzy Logic ; Soft Computing

Abstract: This paper considers multi-level 0-1 programming problems involving random variable coefficients both in objective functions and constraints. Following the probability maximization model together with the concept of chance constraints, the formulated stochastic multi-level 0-1 programming problems are transformed into deterministic ones. Taking into account vagueness of judgments of the decision makers, we present interactive fuzzy programming. In the proposed interactive method, after determining the fuzzy goals of the decision makers at all levels, a satisfactory solution is derived efficiently by updating satisfactory levels of the decision makers with considerations of overall satisfactory balance among all levels. An illustrative numerical example for a three-level 0-1 programming problem is provided to demonstrate the feasibility of the proposed method.

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Paper citation in several formats:
Sakawa, M. and Matsui, T. (2012). Interactive Fuzzy Stochastic Multi-level 0-1 Programming through Probability Maximization. In Proceedings of the 4th International Joint Conference on Computational Intelligence (IJCCI 2012) - FCTA; ISBN 978-989-8565-33-4; ISSN 2184-3236, SciTePress, pages 383-388. DOI: 10.5220/0004110103830388

@conference{fcta12,
author={Masatoshi Sakawa. and Takeshi Matsui.},
title={Interactive Fuzzy Stochastic Multi-level 0-1 Programming through Probability Maximization},
booktitle={Proceedings of the 4th International Joint Conference on Computational Intelligence (IJCCI 2012) - FCTA},
year={2012},
pages={383-388},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0004110103830388},
isbn={978-989-8565-33-4},
issn={2184-3236},
}

TY - CONF

JO - Proceedings of the 4th International Joint Conference on Computational Intelligence (IJCCI 2012) - FCTA
TI - Interactive Fuzzy Stochastic Multi-level 0-1 Programming through Probability Maximization
SN - 978-989-8565-33-4
IS - 2184-3236
AU - Sakawa, M.
AU - Matsui, T.
PY - 2012
SP - 383
EP - 388
DO - 10.5220/0004110103830388
PB - SciTePress