A λ-cut approximate algorithm for goal-based bilevel risk management systems
Bilevel programming techniques a re developed for decentralised decision problems with decision makers located in two levels. Both upper and lower decision makers, termed as leader and follower, try to optimize their own objectives in solution procedure but are affected by those of the other levels....
| Main Authors: | , , , , |
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| Format: | Journal Article |
| Published: |
World Scientific Publishing
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/12766 |
| _version_ | 1848748168452243456 |
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| author | Gao, Y. Zhang, G. Lu, J. Dillon, Tharam S. Zeng, X. |
| author_facet | Gao, Y. Zhang, G. Lu, J. Dillon, Tharam S. Zeng, X. |
| author_sort | Gao, Y. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | Bilevel programming techniques a re developed for decentralised decision problems with decision makers located in two levels. Both upper and lower decision makers, termed as leader and follower, try to optimize their own objectives in solution procedure but are affected by those of the other levels. When a bilevel decision model is built with fuzzy codlicients and the leader and/or follower have goals for their objectives, we call it fuzzy goal bilevel (FGBL) decision problem. This paper first proposes a A-cut set based FGBL model. A programmable A-CUt approximate algorithm is then presented in detail. Based on this algorithm, a FCBL software system is developed to reach solutions for FGBL decision problems. Finally, two examples are given to illustrate the application of the proposed algorithm. |
| first_indexed | 2025-11-14T07:00:45Z |
| format | Journal Article |
| id | curtin-20.500.11937-12766 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T07:00:45Z |
| publishDate | 2008 |
| publisher | World Scientific Publishing |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-127662019-02-19T05:34:47Z A λ-cut approximate algorithm for goal-based bilevel risk management systems Gao, Y. Zhang, G. Lu, J. Dillon, Tharam S. Zeng, X. risk management goal programming: fuzzy sets Bilevel decision making optilllization Bilevel programming techniques a re developed for decentralised decision problems with decision makers located in two levels. Both upper and lower decision makers, termed as leader and follower, try to optimize their own objectives in solution procedure but are affected by those of the other levels. When a bilevel decision model is built with fuzzy codlicients and the leader and/or follower have goals for their objectives, we call it fuzzy goal bilevel (FGBL) decision problem. This paper first proposes a A-cut set based FGBL model. A programmable A-CUt approximate algorithm is then presented in detail. Based on this algorithm, a FCBL software system is developed to reach solutions for FGBL decision problems. Finally, two examples are given to illustrate the application of the proposed algorithm. 2008 Journal Article http://hdl.handle.net/20.500.11937/12766 10.1142/S0219622008003113 World Scientific Publishing fulltext |
| spellingShingle | risk management goal programming: fuzzy sets Bilevel decision making optilllization Gao, Y. Zhang, G. Lu, J. Dillon, Tharam S. Zeng, X. A λ-cut approximate algorithm for goal-based bilevel risk management systems |
| title | A λ-cut approximate algorithm for goal-based bilevel risk management systems |
| title_full | A λ-cut approximate algorithm for goal-based bilevel risk management systems |
| title_fullStr | A λ-cut approximate algorithm for goal-based bilevel risk management systems |
| title_full_unstemmed | A λ-cut approximate algorithm for goal-based bilevel risk management systems |
| title_short | A λ-cut approximate algorithm for goal-based bilevel risk management systems |
| title_sort | λ-cut approximate algorithm for goal-based bilevel risk management systems |
| topic | risk management goal programming: fuzzy sets Bilevel decision making optilllization |
| url | http://hdl.handle.net/20.500.11937/12766 |