Uncertain Multilevel Programming Based on Hurwicz Criterion with Application to Resource Allocation

A number of uncertain multilevel programming models have been proposed and applied to decentralized decision-making problems. It is assumed that the models of uncertain multilevel problems involve uncertain variables. In these models, the chance constraints are used as constraints, and the objective functions vary according to the requirements of decision-makers. The objective functions in this paper are based on the Hurwicz criterion, which combines optimistic value and pessimistic value to find a balance between optimism and pessimism. To deal with situations in which decision-makers have this type of risk appetite, the uncertain Hurwicz multilevel programming model is proposed based on uncertainty theory and the Hurwicz criterion. Finally, two numerical examples and a case study on resource allocation are given to demonstrate the potential uses of this study.