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A Multi-Objective chance constrained programming problem with Fuzzy Stochastic Coefficient

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Author Affiliations

  • 1Department of Mathematics, Mahatma Gandhi Central University, Motihari, Bihar, India
  • 2Department of Mathematics, Mahatma Gandhi Central University, Motihari, Bihar, India

Res. J. Mathematical & Statistical Sci., Volume 13, Issue (1), Pages 4-13, January,12 (2025)

Abstract

Many real-world decision-making problems involving both types of uncertain situations, such as fuzziness or randomness, are often solved simultaneously applying fuzzy random variables. When a problem's parameter is described in stochastic variables rather than deterministic ones, we deal with this problem in stochastic programming. In this proposed study, we discussed an approach for solving a multi-objective fuzzy stochastic programming problem with fuzzy random variable parameters present in chance constraint. Especially, in this paper we have taken the imprecise parameters of normally distributed independent random variables as fuzzy numbers having triangular membership function. An approach has been discussed for the conversion of imprecise parameters into deterministic crisp problem. We establish the validity of this method by doing comparative study with some well-known existing method.

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