A Fractile Model for Stochastic Interval Linear Programming Problems

Journal of Optimization in Industrial Engineering

مقاله 10، دوره 14، شماره 1 - شماره پیاپی 30، شهریور 2021، صفحه 121-131   

نوع مقاله: Original Manuscript

شناسه دیجیتال (DOI): 10.22094/joie.2021.566423.1558

نویسندگان

Hadi Nasseri^* ؛ Salim Bavandi

Department of Mathematics, University of Mazandaran, Babolsar, Iran

چکیده

In this paper, we first introduce a new category of mathematical programming where the problem coefficients are interval random variables. These problems include two different kinds of ambiguity in the problem coefficients which are being interval and being random. We use Fractile method to solve these problems. In this method, using the existing method, we change the interval problem coefficients to random mode and then we solve the random problem using Fractile method. Also, a numerical example is presented to show the effectiveness of this model. Finally, we emphasize that this approach can be useful for the model with multi-objective as a generalized model in the future study.

کلیدواژه‌ها

Random variable؛ Random interval variable؛ Random interval programming؛ Fractile model

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