An interactive fuzzy satisficing method for random fuzzy multiobjective integer programming problems through probability maximization with possibility

This paper considers multiobjective integer 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 probability maximization into a possibilistic programming model. For solving transformed deterministic problems, genetic algorithms with double strings for nonlinear integer programming problems are introduced. An interactive fuzzy satisficing method is presented for deriving a satisficing solution to a decision maker by updating the reference probability levels. An illustrative numerical example is provided to clarify the proposed method.