Bi-level linear programming problems involving randomness
نویسندگان
چکیده
Some of the real life decisions are made in decentralized manner under uncertainty. Stochastic bi-level linear programming problems are used to handle such decision making problems. In this paper, we have proposed stochastic bi-level linear programming problems where some of the right hand side parameters of the constraints in both first (leader) and second level (follower) as normal and log-normal random variables with known probability distributions. Rests of the model parameters are assumed to be deterministic. In order to solve the problem, deterministic models are established and solved by using fuzzy programming approach. Two numerical examples are presented to exemplify the usefulness of the proposed methodology. AMS subject classification:
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