Modality constrained programming problems: A unified approach to fuzzy mathematical programming problems in the setting of possibility theory
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Publication:1204802
DOI10.1016/0020-0255(93)90086-2zbMATH Open0770.90078OpenAlexW2006345653MaRDI QIDQ1204802FDOQ1204802
Authors: Masahiro Inuiguchi, Hidetomo Ichihashi, Y. Kume 
Publication date: 29 March 1993
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0020-0255(93)90086-2
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Cited In (31)
- On minimum-risk problems in fuzzy random decision systems
- Linear programming with triangular fuzzy numbers -- a case study in a finance and credit institute
- Relationships between modality constrained programming problems and various fuzzy mathematical programming problems
- Possibility programming by the comparison of fuzzy numbers
- Membership function elicitation in possibilistic programming problems
- Evaluate fuzzy optimization problems based on biobjective programming problems
- Further characterizations of possibility-theoretical indices in fuzzy optimization
- Robust optimality analysis of non-degenerate basic feasible solutions in linear programming problems with fuzzy objective coefficients
- Fuzzy random programming with equilibrium chance constraints
- Optimality conditions for linear programming problems with fuzzy coefficients
- Bi-matrix games with fuzzy goals and fuzzy
- A multi-objective location-routing model for dental waste considering environmental factors
- Relative modalities and their use in possibilistic linear programming
- FUZZY PROGRAMMING WITH RECOURSE
- Necessity measure optimization in linear programming problems with fuzzy polytopes
- Material requirement planning with fuzzy constraints and fuzzy coefficients
- Portfolio selection under independent possibilistic information
- Satisficing solutions and duality in interval and fuzzy linear programming
- Solutions for fuzzy matrix games
- Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
- Applying the concept of null set to solve the fuzzy optimization problems
- Fuzzy matrix games via a fuzzy relation approach
- Convergence of optimal solutions about approximation scheme for fuzzy programming with minimum-risk criteria
- Robust possibilistic programming for socially responsible supply chain network design: a new approach
- Robust optimization by fuzzy linear programming
- Expected Value Operator of Random Fuzzy Variable and Random Fuzzy Expected Value Models
- Duality in linear programming with fuzzy parameters and matrix games with fuzzy pay-offs
- Fuzzy chance-constrained data envelopment analysis: a structured literature review, current trends, and future directions
- Modality Goal Programming Problems
- A fuzzy portfolio selection method based on possibilistic mean and variance
- A class of fuzzy random optimization: Expected value models.
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