Document Type : Original Article

**Authors**

**Abstract**

Absract

This paper deals with the possibilistic linear programming problem with exponential distribution function which is converted to a usual mathematical programming problem based on maximizing the possibility measure, then the stochastic linear programming problem with multivariate normal distribution is treated using the probability maximization model. For such problems the stability set of the first kind is defined and characterized. The transformation between the possibilistic linear programming problem with exponential distribution function and the stochastic linear programming problem with multivariate normal distribution is discussed also. Finally, numerical examples is given to illustrate the idea developed in this paper.

This paper deals with the possibilistic linear programming problem with exponential distribution function which is converted to a usual mathematical programming problem based on maximizing the possibility measure, then the stochastic linear programming problem with multivariate normal distribution is treated using the probability maximization model. For such problems the stability set of the first kind is defined and characterized. The transformation between the possibilistic linear programming problem with exponential distribution function and the stochastic linear programming problem with multivariate normal distribution is discussed also. Finally, numerical examples is given to illustrate the idea developed in this paper.