Interactive fuzzy random cooperative two-level linear programming through level sets based probability maximization

In this paper, assuming cooperative behavior of the decision makers, two-level linear programming problems under fuzzy random environments are considered. To deal with the formulated fuzzy random two-level linear programming problems, α-level sets of fuzzy random variables are introduced and an α-stochastic two-level linear programming problem is defined for guaranteeing the degree of realization of the problem. Taking into account vagueness of judgments of decision makers, fuzzy goals are introduced and the α-stochastic two-level linear programming problem is transformed into the problem to maximize the satisfaction degree for each fuzzy goal. Through probability maximization, the transformed stochastic two-level programming problem can be reduced to a deterministic one. Interactive fuzzy programming to derive a satisfactory solution for the decision maker at the upper level in consideration of the cooperative relation between decision makers is presented. An illustrative numerical example is provided to demonstrate the feasibility and efficiency of the proposed method.

► Cooperative random fuzzy two-level linear programming problems are considered.
► Fuzzy goals are introduced into the formulated two-level programming problems.
► New models are proposed through level sets and stochastic programming.
► Interactive fuzzy nonlinear programming to obtain a satisfactory solution is presented.
► An illustrative numerical example demonstrates the feasibility and efficiency of the proposed method.