An interactive fuzzy satisficing method for random fuzzy multiobjective linear programming problems through fractile criteria optimization with possibility

This paper considers multiobjective linear programming problems where each coefficient of the objective functions is expressed by a random fuzzy variable. A new decision making model is proposed by incorporating the concept of fractile criteria optimization into a possibilistic programming model. An interactive fuzzy satisficing method is presented for deriving a satisficing solution for a decision maker efficiently by updating the reference membership levels. In the proposed method, it is shown that the transformed deterministic problems for obtaining Pareto optimal solutions can be solved by using some convex programming techniques. An illustrative numerical example is provided to clarify the proposed method.