Abstract
Based on uncertainty theory, this work deals with the relations among concepts of efficient solutions for uncertain multiobjective programming (UMOP) problems. Firstly, the UMOP model with uncertain vectors in objective functions is presented. Secondly, seven types of concepts of efficient solutions for the UMOP model, such as expected-value standard-deviation efficiency, expected-value properly efficiency, efficiency with belief degrees etc., are defined. Finally, the relations of these different efficiency concepts, especially the expected-value standard-deviation efficiency and efficiency with belief degrees, are established under certain conditions, and two numerical examples are given to illustrate these theoretical results. Our work helps to determine what types of efficient solutions are obtained by each of these concepts and also provides theoretical foundation for multiple attribute decision-making in uncertain systems.
Similar content being viewed by others
References
Abdelaziz, F. (2012). Solution approaches for the multiobjective stochastic programming. European Journal of Operational Research, 216(1), 1–16.
Abdelaziz, F., & Masri, H. (2010). A compromise solution for the multiobjective stochastic linear programming under partial uncertainty. European Journal of Operational Research, 202(1), 55–59.
Alarcon-Rodriguez, A., Ault, G., & Galloway, S. (2010). Multi-objective planning of distributed energy resources: A review of the state-of-the-art. Renewable and Sustainable Energy Reviews, 14(5), 1353–1366.
Caballero, R., Cerd, E., del Mar, Munoz M., & Rey, L. (2004). Stochastic approach versus multiobjective approach for obtaining efficient solutions in stochastic multiobjective programming problems. European Journal of Operational Research, 158(3), 633–648.
Chen, A., Kim, J., Lee, S., & Kim, Y. (2010). Stochastic multi-objective models for network design problem. Expert Systems with Applications, 37(2), 1608–1619.
Gao, J., & Yao, K. (2015). Some concepts and theorems of uncertain random process. International Journal of Intelligent Systems, 30(1), 52–65.
Guo, J., Wang, Z., Zheng, M., & Wang, Y. (2014). Uncertain multiobjective redundancy allocation problem of repairable systems based on artificial bee colony algorithm. Chinese Journal of Aeronautics, 27(6), 1477–1487.
Jiao, D., & Yao, K. (2015). An interest rate model in uncertain environment. Soft Computing, 19(3), 775–780.
Kahneman, D., & Tversky, A. (1979). Prospect theory: An analysis of decision under risk. Econometrica: Journal of the Econometric Society, 47(2), 263–292.
Liu, B. (2007). Uncertainty theory (2nd ed.). Berlin: Springer.
Liu, B. (2009a). Some research problems in uncertainty theory. Journal of Uncertain Systems, 3(1), 3–10.
Liu, B. (2009). Theory and pracitice of uncertain programming (2nd ed.). Berlin: Springer.
Liu, B. (2010). Uncertainty theory: A branch of mathematics for modeling human uncertainty. Berlin: Springer.
Liu, B. (2012). Why is there a need for uncertainty theory. Journal of Uncertain Systems, 6(1), 3–10.
Liu, B. (2013). Polyrectangular theorem and independence of uncertain vectors. Journal of Uncertainty Analysis and Applications, 1, Article 9.
Liu, B. (2015). Uncertainty theory (4th ed.). Berlin: Springer.
Liu, B., & Chen, X. W. (2015). Uncertain multiobjective programming and uncertain goal programming. Journal of Uncertainty Analysis and Applications, 3, Article 10.
Liu, B., & Yao, K. (2015). Uncertain multilevel programming: Algorithm and applications. Computers & Industrial Engineering, 89, 235–240.
Mun̈oz, M., & Abdelaziz, F. (2012). Satisfactory solution concepts and their relations for Stochastic Multiobjective Programming problems. European Journal of Operational Research, 220(2), 430–442.
Sheng, Y., & Yao, K. (2014). Some formulas of variance of uncertain random variable. Journal of Uncertainty Analysis and Applications, 2, Article 12.
Wang, Z., Guo, J., Zheng, M., & Wang, Y. (2015a). Uncertain multiobjective traveling salesman problem. European Journal of Operational Research, 241(2), 478–489.
Wang, Z., Guo, J., & Zheng, M. (2015b). A new approach for uncertain multiobjective programming problem based on \(P_E\) principle. Journal of Industry and Management Optimization, 11, 13–26.
Wen, M., Qin, Z., Kang, R., & Yang, Y. (2015). Sensitivity and stability analysis of the additive model in uncertain data envelopment analysis. Soft Computing, 19(7), 1987–1996.
Yao, K. (2014). A formula to calculate the variance of uncertain variable. Soft Computing, 19(10), 2947–2953.
Yao, K., Gao, J., & Gao, Y. (2013). Some stability theorems of uncertain differential equation. Fuzzy Optimization and Decision Making, 12(1), 3–13.
Yang, X. (2013). On comonotonic functions of uncertain variables. Fuzzy Optimization and Decision Making, 12(1), 89–98.
Acknowledgments
This work was supported by National Natural Science Foundation of China (Nos. 71501184 and 61503405).
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Zheng, M., Yi, Y., Wang, Z. et al. Relations among efficient solutions in uncertain multiobjective programming. Fuzzy Optim Decis Making 16, 329–357 (2017). https://doi.org/10.1007/s10700-016-9252-x
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10700-016-9252-x