Fuzzy decision making for fuzzy random multiobjective linear programming problems with variance covariance matrices

We focus on fuzzy random multiobjective linear programming problems with variance covariance matrices, and propose a fuzzy decision making method to obtain a satisfactory solution. In the proposed method, it is assumed that the decision maker has fuzzy goals for both permissible levels and the corresponding objective functions for a probability maximization model or a fractile optimization model, and that such fuzzy goals are quantified by eliciting the corresponding membership functions. The satisfactory solution based on the fuzzy decision is obtained using the bisection method and the convex programming technique.