On solutions of fuzzy random multiobjective quadratic programming with applications in portfolio problem
From MaRDI portal
Publication:2466102
DOI10.1016/j.ins.2007.03.029zbMath1149.90188MaRDI QIDQ2466102
Publication date: 11 January 2008
Published in: Information Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ins.2007.03.029
interval analysis; fuzzy random variables; fuzzy numbers; fuzzy programming; portfolio problem; multiobjective quadratic programming
90C70: Fuzzy and other nonstochastic uncertainty mathematical programming
Related Items
Interactive fuzzy random two-level linear programming through fractile criterion optimization, Fuzzy portfolio selection problem with different borrowing and lending rates, Minimax mean-variance models for fuzzy portfolio selection, Stackelberg solutions for fuzzy random two-level linear programming through probability maximization with possibility, Stackelberg solutions for fuzzy random two-level linear programming through level sets and fractile criterion optimization, Interactive multiobjective fuzzy random programming through the level set-based probability model, Probabilistic quadratic programming problems with some fuzzy parameters, Multi-objective decision making model under fuzzy random environment and its application to inventory problems, Three-objective fuzzy chance-constrained programming model for multiproject and multi-item investment combination, UNCERTAINTY PORTFOLIO MODEL IN CROSS CURRENCY MARKETS
Cites Work
- Unnamed Item
- Unnamed Item
- Fuzziness and randomness in an optimization framework
- Identification of possibilistic linear systems by quadratic membership functions of fuzzy parameters
- Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach
- A real-coding jumping gene genetic algorithm (RJGGA) for multiobjective optimization
- Solving the maximum edge weight clique problem via unconstrained quadratic programming
- Some properties on quadratic infinite programs of integral type
- A parametric approach to fuzzy linear programming
- Fuzzy sets and systems. Theory and applications
- Fuzzy programming and linear programming with several objective functions
- The practice of portfolio replication. A practical overview of forward and inverse problems
- Linear programming with fuzzy random variable coefficients
- On solutions and distribution problems of the linear programming with fuzzy random variable coefficients
- An interactive approach based on a genetic algorithm for a type of quadratic programming problems with fuzzy objective and resources
- On fuzzy stochastic optimization
- A class of fuzzy random optimization: Expected value models.
- Tabu search for fuzzy optimization and applications.
- Fuzzy portfolio optimization a quadratic programming approach
- On comparing interval numbers
- An approach to fuzzy multiattribute decision making under uncertainty
- On generalized linearity of quadratic fractional functions
- Stability of the quadratic functional equation in Lipschitz spaces
- An interactive fuzzy satisficing method for multiobjective linear programming problems with random variable coefficients through a probability maximization model
- Solving a class of fuzzy linear programs by using semi-infinite programming techniques
- Efficient solution generation for multiple objective linear programming based on extreme ray generation method
- On fuzzy random linear programming
- A new class of interval projection neural networks for solving interval quadratic program
- Fuzzy random programming with equilibrium chance constraints
- The fuzzy quadratic assignment problem with penalty: new models and genetic algorithm
- Algorithms of discrete optimization and their application to problems with fuzzy coefficients
- Toward a generalized theory of uncertainty (GTU) -- an outline
- Fuzzy Methodologies for Interactive Multicriteria Optimization
- Multicriteria Optimization
- Decision-Making in a Fuzzy Environment
- Interpretation of inequality constraints involving interval coefficients and a solution to interval linear programming.