The purpose of this paper is to present a combined stochastic goal programming model using fuzzy approach for gas resources allocation to different sub-sectors under uncertainty. Two significant bottlenecks that hinder the multi-criteria allocation problem are the system complexity and uncertainty. The method draws upon the existing chance constrained programming and fuzzy set approaches by allowing analysis on trade-offs among desirable value of objective functions and the risk of violating constraints that include uncertain parameters. The relative importance of each goal is evaluated by using triangular fuzzy numbers. The proposed model can be used to examine the balance between the gas demanded in different sub-sectors and available gas supply capacity, and to obtain the optimal system configuration, and is especially helpful for analysing the reliability of satisfying model constraints under complex uncertainties. The model considers various criteria such as security, economic and environmental requirements among which trade-off can also be tackled. The solutions provide gas allocation to different sub-sectors at macro level with defined criteria. The novelty of this work is its ability to combine economic, security and environmental aspects using stochastic goal programming approach in order to provide more holistic point of view on factors impacting gas allocation in Iran.

goal programming, stochastic programming, triangular fuzzy numbers, gas resources allocation.