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A Class of Chance Constrained Linear Bi-Level Programming with Random Fuzzy Coefficients
Conference proceeding

A Class of Chance Constrained Linear Bi-Level Programming with Random Fuzzy Coefficients

Xiaoyang Zhou, Yan Tu, Ruijia Hu and Benjamin Lev
PROCEEDINGS OF THE NINTH INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE AND ENGINEERING MANAGEMENT, v 362, pp 423-433
01 Jan 2015

Abstract

Computer Science Computer Science, Artificial Intelligence Computer Science, Information Systems Computer Science, Theory & Methods Operations Research & Management Science Science & Technology Technology
In this paper, we consider a class of linear bi-level programming with random fuzzy coefficients, which has no mathematical meaning because of the uncertain factors. So in order to make it solvable, we introduced the linear chance constrained bi-level model. And some theorems are proposed to obtain the equivalent model. Then we employ the interactive programming technique to deal with the bi-level equivalent model. At last an illustrative example is present to show the efficiency.

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Computer Science, Artificial Intelligence
Computer Science, Information Systems
Computer Science, Theory & Methods
Operations Research & Management Science
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