Abstract
In this paper we study hierarchical systems with stochastic data: be it the cost coefficients, right-hand-side vector, coefficient matrix or any of their combinations. The problem is converted to its equivalent deterministic form using any known stochastic approach. This deterministic model (in case of a linear hierarchy) may be linear or nonlinear depending on which parameter in the problem is random. Finally the linear nonlinear deterministic model is solved using fuzzy technique [9] via linear membership function. We have also shown the application of the deterministic models to find a solution using numerical examples.
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Sinha, S.B., Sinha, S. Linear multi-level programming problems with random variables. OPSEARCH 41, 1–15 (2004). https://doi.org/10.1007/BF03398829
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DOI: https://doi.org/10.1007/BF03398829