Three-objective fuzzy chance-constrained programming model for multiproject and multi-item investment combination

DOI10.1016/J.INS.2008.10.031MaRDI QIDQ1010141zbMATH OpenOpenAlexFDO

Authors Bin Xu, Ruifeng Shi, Jing Yu, Lu Liu, Weiguo Fang

Publication date 3 April 2009

Published in Information Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ins.2008.10.031

zbMATH Keywords

NSGA-IIfuzzy chance-constrainedinvestment combinationmultiproject-multiple-item

Mathematics Subject Classification ID

Integer programming (90C10) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70)

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Cites work

• scientific article; zbMATH DE number 194544 (Why is no real title available?)
• A real-coding jumping gene genetic algorithm (RJGGA) for multiobjective optimization
• Algorithms of discrete optimization and their application to problems with fuzzy coefficients
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• Applying fuzzy method for measuring criticality in project network
• Capital budgeting techniques using discounted fuzzy versus probabilistic cash flows
• Chance-constrained programming
• Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
• Dynamic value at risk under optimal and suboptimal portfolio policies.
• Fuzzy entropy and conditioning
• Linear programming with multiple objective functions: Step method (stem)
• Multi-objective optimization using evolutionary algorithms
• Multiple attribute decision making. Methods and applications. A state-of- the-art survey
• On solutions of fuzzy random multiobjective quadratic programming with applications in portfolio problem
• Pareto optimality for multiobjective linear fractional programming problems with fuzzy parameters
• Ranking fuzzy numbers in the setting of possibility theory
• Selecting rail grade crossing investments with a decision support system
• Taylor series approach to fuzzy multiobjective linear fractional programming
• Theory of multiobjective optimization
• Uncertainty measures for interval type-2 fuzzy sets

Cited in

(5)

• The multi-objective alternative assets investment optimization model on sovereign wealth funds based on risk control
• Approximation based fuzzy multi-objective models with expected objectives and chance constraints: application to earth-rock work allocation
• scientific article; zbMATH DE number 5371133 (Why is no real title available?)
• A path enumeration approach for the analysis of critical activities in fuzzy networks
• Solving multi-period project selection problems with fuzzy goal programming based on TOPSIS and a fuzzy preference relation

Describes a project that uses

Uses Software

• PAES

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