Solving three Level Quadratic Programming Problem with Stochastic Parameters in the Objective Functions
O. E. Emam, M. A. Abdel-Fattah, A. S. Ahmed
Journal of Advances in Mathematics and Computer Science · pp. 1–10 · Published 19 Aug 2015
10.9734/BJMCS/2015/19962Abstract
This paper solves a stochastic three-level decision maker’s model. This approach uses stochastic parameters in the objective function to solve a three level quadratic programming problem. The probabilistic nature of the objective functions is converted to an equivalence deterministic one and then a fuzzy programming technique will be used in each level to optimize its problem separately; implementing tolerance membership concept is used to generate Pareto optimal solution for these problems. Finally, the main results developed will be clarified by a numerical example in this paper.
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