Determining Weights in Multi-Objective Linear Programming under Fuzziness

This study presents a method to determine weights of objectives in multi objective linear programming without decision maker/s preference. The method is developed by modifying Belenson and Kapur's approach under fuzziness. It is used two-person zero-sum game with mixed strategies. Degree of linear membership functions of objectives are used in pay-off matrix. The proposed method is shown with a numerical example and several fuzzy solution approaches are used to get a solution by using obtained weights. Also the results of problems that are obtained from literature are presented.