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A solution procedure for estimating the scaling constants of the additive utility function under a fuzzy environment

Abstract Data in many real life engineering and economic problems suffer from inexactness. In the real world there are many forms of uncertainty that affect the utility function. Uncertainty always exists in practical engineering problems. To deal with uncertain optimization problems, fuzzy, stochastic and interval numbers approaches are commonly used to describe the imprecise characteristics. Herein, we consider the estimation of the scaling constants of the additive utility function under a fuzzy environment. The investigated procedure uses the Kuhn-Tucker necessary optimality conditions. An illustrative numerical example is given to clarify the developed procedure.