Multiobjective fuzzy random linear programming using E-model and possibility measure

The authors deal with multiobjective linear programming problems with fuzzy random variable coefficients. Since the problem is ill-defined due to both fuzziness and randomness, we propose a decision making model based on E-model, which is a useful model in stochastic programming, and a possibility measure. First, we show that the formulated problem is reduced to a multiobjective linear fractional programming problem. After defining a Pareto optimal solution based on the expected value of possibility measure, we construct a solution algorithm for solving a minimax problem. Further, we consider interactive decision making using reference points and give numerical examples.