A fuzzy goal programming approach for solving fuzzy multi-objective stochastic linear programming problem

This paper deals with the multi-objective chance constrained programming, where the right hand side of the constraints are normally distributed and the objective functions with fuzzy numbers coefficients. A fuzzy goal programming approach is developed for the corresponding deterministic problem by defining membership values and aspiration levels. The advantage of the proposed approach is the decision-maker’s role only in estimating the efficient solution to avoid or atleast limit the influences of his/her knowledge incomplete about the studied problem. A numerical example is given in the utility of the paper to illustrate the applied and the efficiency of the approach.