Bi-Level Multi-Objective Stochastic Linear Fractional Programming with General form of Distribution
This paper deals with the stochastic approach of bi-level multi-objective linear fractional programming problem.In this type of bi-level programming problem stochastic nature the right hand side resource vector is considered to follow a general form of distribution F (bi) = 1 − Bi^exp(Aih(bi)), which in itself includes many well known distributions such as Pareto distribution, Weibull distribution etc. After converting the problem into an equivalent deterministic form, each level of the problem is transformed into a single objective by using K-T conditions. Finally the problem is solved by Taylors series approach. A numerical example is also presented to illustrate how the proposed approach is utilized.
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