Solving three Level Quadratic Programming Problem with Stochastic Parameters in the Objective Functions

This paper solves a stochastic three-level decision maker’s model. This approach uses stochastic parameters in the objective function to solve a three level quadratic programming problem. The probabilistic nature of the objective functions is converted to an equivalence deterministic one and then a fuzzy programming technique will be used in each level to optimize its problem separately; implementing tolerance membership concept is used to generate Pareto optimal solution for these problems. Finally, the main results developed will be clarified by a numerical example in this paper.