A possibility programming approach for stochastic fuzzy multiob jective linear fractional programs

In this paper, a suggested program with fuzzy linear fractional objectives and stochastic fuzzy constraints is considered. The fuzzy coefficients and scalars in the linear fractional objectives, and the left-hand side fuzzy coefficients of the constraints can be either trapezoidal or triangular fuzzy,numbers. The right-hand sides of the constraints are considered independent random variables with known distribution functions. A modified possibility programming approach, within the chance-constrained, is utilized to transform the suggested program to its equivalent deterministic-crisp multiobjective linear program, whether in the case of exceedance possibility or the case of strict exceedance possibility. A numerical example illustrates the proposed method. (C) 2004 Elsevier Ltd. All rights reserved.