A chance multiobjective problem with Weibull fuzzy distribution

MaRDI QIDQ2927495zbMATH OpenFDO

Authors Ilie Marinescu

Publication date 3 November 2014

Published in Mathematical Reports (Search for Journal in Brave)

zbMATH Keywords

concave transaction costfuzzy probabilityportfolio optimizationrebalancingWeibull distribution

Mathematics Subject Classification ID

Fuzzy probability (60A86) Nonconvex programming, global optimization (90C26) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

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