An Interactive Fuzzy Satisficing Method for Multiobjective Stochastic Integer Programming Problems through Simple Recourse Model

Two major approaches to deal with randomness or impression involved in mathematical programming problems have been developed. The one is called stochastic programming, and the other is called fuzzy programming. In this paper, we focus on multiobjective integer programming problems involving random variable coefficients in constraints. Using the concept of simple recourse, such multiobjective stochastic integer programming problems are transformed into deterministic ones. As a fusion of stochastic programming and fuzzy one, after introducing fuzzy goals to reflect the ambiguity of the decision maker's judgments for objective functions, we propose an interactive fuzzy satisficing method to derive a satisficing solution for the decision maker by updating the reference membership levels.