Interactive fuzzy programming for random fuzzy two-level programming problems through possibility-based fractile model

This paper focuses on interactive decision making methods for random fuzzy two-level linear programming problems. Considering the probabilities that the decision makers’ objective function values are smaller than or equal to target variables, fuzzy goals of the decision makers are introduced. Using the fractile model to optimize the target variables under the condition that the degrees of possibility with respect to the attained probabilities are greater than or equal to certain permissible levels, the original random fuzzy two-level programming problems are reduced to deterministic ones. Interactive fuzzy nonlinear programming to obtain 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 demonstrates 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 possibilistic 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.