In this paper, we present a model to measure attainment value of fuzzy stochastic goals. Then, the new measure is used to de-randomize and de-fuzzify the fuzzy stochastic goal programming problem and obtain a standard linear program (LP). A numerical example is provided to illustrate the proposed method.

abstract one of the important economic problems in arid and semi-arid regions is insufficient water for agricultural purposes as it is evident for other purposes. accordingly, sustainable management of water resources becomes an important challenge for policymakers. this study investigated water use planning based on the fluctuation of rainfall and the random nature of water resources in firoza...

the hub location decision is a long term investment and any changes in it take considerable time and money. in real situations, some parameters are uncertain hence, deterministic models cannot be more efficient. the ability of two-stage stochastic programming is to make a long-term decision by considering effects of it in short term decisions simultaneously. in the two-stage stochastic programm...

a theorem was recently introduced to establish a relationship betweengoal programming and fuzzy programming for vectormaximum problems.in this short note it is shown that the relationship does not exist underall circumstances. the necessary correction is proposed.

in traditional portfolio selection model coefficients often are certain and deterministic, but in real world these coefficients are probabilistic. so decision maker cannot estimate them exactly. financial optimization is one of the most attractive areas in decision under uncertainty. in the portfolio selection problem the decision maker considers simultaneously conflicting objectives such as ra...

Production planning is a necessary process that directly affects the efficiency of production systems in most industries. The complexity current problem depends on increased options production, uncertainties demand and resources. In this study, stochastic multi-objective mixed-integer optimization model developed to ensure uncertainty conditions satisfy requirements sustainable development. sys...