Fuzzy number linear programming: A probabilistic approach

Abstract

In real world there are many problems which have linear programming models where all decision parameters are fuzzy numbers. There are some approaches which are using different ranking functions for solving these problems. Unfortunately all these methods when there exist alternative optimal solutions, usually with different fuzzy value of the objective function for these solutions, can not specify a clear approach for choosing a solution. In this paper using the concept of expectation and variance as ranking functions, we propose a method to remove the above shortcomings in solving fuzzy number linear programming problems.