Cooperative and Noncooperative Multi-Level Programming (eBook)

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2009 | 2009
X, 250 Seiten
Springer US (Verlag)
978-1-4419-0676-2 (ISBN)

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Cooperative and Noncooperative Multi-Level Programming - Masatoshi Sakawa, Ichiro Nishizaki
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To derive rational and convincible solutions to practical decision making problems in complex and hierarchical human organizations, the decision making problems are formulated as relevant mathematical programming problems which are solved by developing optimization techniques so as to exploit characteristics or structural features of the formulated problems. In particular, for resolving con?ict in decision making in hierarchical managerial or public organizations, the multi level formula tion of the mathematical programming problems has been often employed together with the solution concept of Stackelberg equilibrium. However,weconceivethatapairoftheconventionalformulationandthesolution concept is not always suf?cient to cope with a large variety of decision making situations in actual hierarchical organizations. The following issues should be taken into consideration in expression and formulation of decision making problems. Informulationofmathematicalprogrammingproblems,itistacitlysupposedthat decisions are made by a single person while game theory deals with economic be havior of multiple decision makers with fully rational judgment. Because two level mathematical programming problems are interpreted as static Stackelberg games, multi level mathematical programming is relevant to noncooperative game theory; in conventional multi level mathematical programming models employing the so lution concept of Stackelberg equilibrium, it is assumed that there is no communi cation among decision makers, or they do not make any binding agreement even if there exists such communication. However, for decision making problems in such as decentralized large ?rms with divisional independence, it is quite natural to sup pose that there exists communication and some cooperative relationship among the decision makers.

Masatoshi Sakawa was born in Matsuyama, Japan on 11 August 1947. He received B.E., M.E., and D.E. degrees in applied mathematics and physics at Kyoto University in 1970, 1972, and 1975, respectively. From 1975 he was with Kobe University where, since 1981, he was an Associate Professor in the Department of Systems Engineering. From 1987 to 1990 he was a Professor in the Department of Computer Science at Iwate University. At present he is a Professor at Hiroshima University and is working with the Department of Artificial Complex Systems Engineering in the Graduate School of Engineering. He was an Honorary Visiting Professor at University of Manchester Institute of Science and Technology (UMIST), Computation Department, sponsored by the Japan Society for the Promotion of Science (JSPS) from March to December 1991. He was also a Visiting Professor at the Kyoto Institute of Economic Research, Kyoto University from April 1991 to March 1992.
His research and teaching activities are in the area of systems engineering, especially mathematical optimization, multiobjective decision making, fuzzy mathematical programming and game theory. In addition to over 300 articles in National and International Journals, he is an author and coauthor of 5 books in English and 14 books in Japanese, including the Springer titles Genetic Algorithms and Fuzzy Multiobjective Optimization; Fuzzy Sets and Interactive Multiobject Optimization; Large-Scale Interactive Fuzzy Multiobjective Programming: Decomposition Approaches; and, with Nishizaki, Fuzzy and Multiobjective Games for Conflict Resolution.

Ichiro Nishizaki was born in Osaka, Japan, in January, 1959. He received B.E. and M.E. degrees in systems engineering at Kobe University in 1982 and 1984, respectively, and he received the D.E. degree from Hiroshima University in 1993. From 1984 to 1990, he worked for Nippon Steel Corporation. From 1990 to 1993, he was a Research Associate at the Kyoto Institute of Economic Research, Kyoto University. From 1993 to 1996, he was an Associate Professor in the Faculty of Business Administration and Informatics at Setsunan University. From 1997 to 2001, he was an Associate Professor at Hiroshima University, and was working with the Department of Artificial Complex Systems Engineering in the Graduate School of Engineering. At present, he is a Professor in that department. His research and teaching activities are in the area of systems engineering, especially game theory, multiobjective decision making, and fuzzy mathematical programming. He is an author or coauthor of about eighty papers, one book in English (Springer: Fuzzy and Multiobjective Games for Conflict Resolution), and two books in Japanese.


To derive rational and convincible solutions to practical decision making problems in complex and hierarchical human organizations, the decision making problems are formulated as relevant mathematical programming problems which are solved by developing optimization techniques so as to exploit characteristics or structural features of the formulated problems. In particular, for resolving con?ict in decision making in hierarchical managerial or public organizations, the multi level formula tion of the mathematical programming problems has been often employed together with the solution concept of Stackelberg equilibrium. However,weconceivethatapairoftheconventionalformulationandthesolution concept is not always suf?cient to cope with a large variety of decision making situations in actual hierarchical organizations. The following issues should be taken into consideration in expression and formulation of decision making problems. Informulationofmathematicalprogrammingproblems,itistacitlysupposedthat decisions are made by a single person while game theory deals with economic be havior of multiple decision makers with fully rational judgment. Because two level mathematical programming problems are interpreted as static Stackelberg games, multi level mathematical programming is relevant to noncooperative game theory; in conventional multi level mathematical programming models employing the so lution concept of Stackelberg equilibrium, it is assumed that there is no communi cation among decision makers, or they do not make any binding agreement even if there exists such communication. However, for decision making problems in such as decentralized large ?rms with divisional independence, it is quite natural to sup pose that there exists communication and some cooperativerelationship among the decision makers.

Masatoshi Sakawa was born in Matsuyama, Japan on 11 August 1947. He received B.E., M.E., and D.E. degrees in applied mathematics and physics at Kyoto University in 1970, 1972, and 1975, respectively. From 1975 he was with Kobe University where, since 1981, he was an Associate Professor in the Department of Systems Engineering. From 1987 to 1990 he was a Professor in the Department of Computer Science at Iwate University. At present he is a Professor at Hiroshima University and is working with the Department of Artificial Complex Systems Engineering in the Graduate School of Engineering. He was an Honorary Visiting Professor at University of Manchester Institute of Science and Technology (UMIST), Computation Department, sponsored by the Japan Society for the Promotion of Science (JSPS) from March to December 1991. He was also a Visiting Professor at the Kyoto Institute of Economic Research, Kyoto University from April 1991 to March 1992.His research and teaching activities are in the area of systems engineering, especially mathematical optimization, multiobjective decision making, fuzzy mathematical programming and game theory. In addition to over 300 articles in National and International Journals, he is an author and coauthor of 5 books in English and 14 books in Japanese, including the Springer titles Genetic Algorithms and Fuzzy Multiobjective Optimization; Fuzzy Sets and Interactive Multiobject Optimization; Large-Scale Interactive Fuzzy Multiobjective Programming: Decomposition Approaches; and, with Nishizaki, Fuzzy and Multiobjective Games for Conflict Resolution.Ichiro Nishizaki was born in Osaka, Japan, in January, 1959. He received B.E. and M.E. degrees in systems engineering at Kobe University in 1982 and 1984, respectively, and he received the D.E. degree from Hiroshima University in 1993. From 1984 to 1990, he worked for Nippon Steel Corporation. From 1990 to 1993, he was a Research Associate at the Kyoto Institute of Economic Research, Kyoto University. From 1993 to 1996, he was an Associate Professor in the Faculty of Business Administration and Informatics at Setsunan University. From 1997 to 2001, he was an Associate Professor at Hiroshima University, and was working with the Department of Artificial Complex Systems Engineering in the Graduate School of Engineering. At present, he is a Professor in that department. His research and teaching activities are in the area of systems engineering, especially game theory, multiobjective decision making, and fuzzy mathematical programming. He is an author or coauthor of about eighty papers, one book in English (Springer: Fuzzy and Multiobjective Games for Conflict Resolution), and two books in Japanese.

Preface 6
Contents 8
Chapter 1 Introduction 11
1.1 Background 11
1.2 Description of contents 16
Chapter 2 Optimization Concepts and Computational Methods 20
2.1 Fuzzy programming 20
2.2 Multiobjective programming 22
2.3 Stochastic programming 26
2.4 Genetic algorithms 29
Chapter 3 Noncooperative Decision Making in Hierarchical Organizations 34
3.1 Historical background 34
3.2 Two-level linear programming 40
3.3 Two-level mixed zero-one programming 47
3.4 Two-level linear integer programming 59
3.5 Multiobjective two-level linear programming 68
3.6 Stochastic two-level linear programming 84
Chapter 4 Cooperative Decision Making in Hierarchical Organizations 92
4.1 Solution concept for cooperative decision making 92
4.2 Fuzzy two- and multi-level linear programming 95
4.3 Fuzzy two-level linear programming with fuzzy parameters 115
4.4 Fuzzy two-level linear fractional programming 123
4.5 Fuzzy decentralized two-level linear programming 130
4.6 Fuzzy two-level linear 0-1 programming 141
4.7 Fuzzy two-level nonlinear programming 148
4.8 Fuzzy multiobjective two-level linear programming 162
4.9 Fuzzy stochastic two-level linear programming 175
Chapter 5 Some applications 189
5.1 Two-level production and work force assignment problem 189
5.2 Decentralized two-level transportation problem 209
5.3 Two-level purchase problem for food retailing 231
References 246
Index 255

Erscheint lt. Verlag 18.6.2009
Reihe/Serie Operations Research/Computer Science Interfaces Series
Operations Research/Computer Science Interfaces Series
Zusatzinfo X, 250 p. 19 illus.
Verlagsort New York
Sprache englisch
Themenwelt Informatik Weitere Themen CAD-Programme
Mathematik / Informatik Mathematik Angewandte Mathematik
Technik
Wirtschaft Allgemeines / Lexika
Wirtschaft Betriebswirtschaft / Management Planung / Organisation
Wirtschaft Betriebswirtschaft / Management Unternehmensführung / Management
Wirtschaft Volkswirtschaftslehre Ökonometrie
Schlagworte algorithm • algorithms • computational methods • decision science • fuzzy • fuzzy environments • Game Theory • Genetic algorithms • linear optimization • Mathematical Programming • Metaheuristic • multi-level programming • Operations Research • Optimization • programming • satisfactory solutions • Stackelberg Games • stochastic • Stochastic Programming • Uncertainty
ISBN-10 1-4419-0676-2 / 1441906762
ISBN-13 978-1-4419-0676-2 / 9781441906762
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