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On Stochastic Multi-Level Multi-Objective Fractional Programming Problems |
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PP: 93-101 |
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Author(s) |
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Y. M. Helmy,
O. E. Emam,
A. M. Abdelwahab,
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Abstract |
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This paper proposes an approach where it can be applied to the optimization decisions making problems under
uncertainties and solves a multi-level multi-objective fractional programming problems involving stochastic parameters coefficient in
objective functions (SMLMOFPP). In this work, the first phase of the solution approach, we convert the probabilistic nature
(stochastic) of this problem in objective functions into a multi-level multi-objective fractional programming problems
(MLMOFPP).At the second phase, we use a computer-oriented technique to convert (MLMOFPP) into a multi-level multi-objective
linear programming problems (MLMOLPP). Then a fuzzy approach solves (MLMOLPP) using the concept of tolerance membership
function to develop a Tchebycheff problem for generating a compromise solution for this problem. In addition, a numerical example is
provided to demonstrate the correctness of the proposed solution. |
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