A Fuzzy Approach for Solving Three–Level Chance Constrained Quadratic Programming Problem

Abstract

This paper presents a fuzzy approach for solving a three-decision maker’s model and presents how to solve three–level chance constraints quadratic programming problem. After converting probabilistic nature of the constraints to equivalence deterministic constraints each level attempts to optimize its problem separately using fuzzy programming technique, in this method the tolerance and membership function concepts are used to develop Tchebycheff problem for generating Pareto optimal solution for this problem. Finally, a numerical example is given to clarify the main results developed in this paper.