• SOLVING A MULTI-LEVEL LARGE SCALE FRACTIONAL PROGRAMMING PROBLEM UNDER UNCERTAINTY

Abstract

We present an approach to solve multi-level large scale fractional programming problem withstochastic parameters in the objective functions. The suggested approach convert the stochastic multi-level large scale fractional programming problem (SMLLSFPP) into a multi-level large scale fractional programming problem then Taylor series avoid the complexity of fractional nature. An illustrative example is discussed to demonstrate the correctness of the proposed solution method.