Possibility for decision. A possibilistic approach to real life decisions.
DOI10.1007/978-3-642-22642-7zbMATH Open1227.91002OpenAlexW2481285743MaRDI QIDQ639422FDOQ639422
Authors: Juan-Miguel Gracia 
Publication date: 21 September 2011
Published in: Studies in Fuzziness and Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-22642-7
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Multi-objective and goal programming (90C29) Decision theory (91B06) Portfolio theory (91G10) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Corporate finance (dividends, real options, etc.) (91G50) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Fuzzy probability (60A86)
Cited In (22)
- Application of tropical optimization for solving multicriteria problems of pairwise comparisons using log-Chebyshev approximation
- Interval and fuzzy average internal rate of return for investment appraisal
- On generalization of Nguyen's theorem: a short survey of recent developments
- Soft Decision Support Systems for Evaluating Real and Financial Investments
- A fuzzy portfolio selection model with background risk
- The effect of prudence on the optimal allocation in possibilistic and mixed models
- Piecewise linear approximation of fuzzy numbers: algorithms, arithmetic operations and stability of characteristics
- Nguyen type theorem for extension principle based on a joint possibility distribution
- Necessary and sufficient conditions for the equality of the interactive and non-interactive sums of two fuzzy numbers
- Necessary and sufficient conditions for the equality of interactive and non-interactive extensions of continuous functions
- Expected utility operators and coinsurance problem
- A theory of calculus for \(A\)-correlated fuzzy processes
- Risk aversion, prudence and mixed optimal saving models
- On possibilistic representations of fuzzy intervals
- On the approximation of a membership function by empirical quantile functions
- Comparison of the Datar-Mathews method and the fuzzy pay-off method through numerical results
- Fuzzy pay-off method for real options: the center of gravity approach with application in oilfield abandonment
- A mean-variance portfolio selection model with interval-valued possibility measures
- On the convergence of sigmoidal fuzzy grey cognitive maps
- Possibilistic risk aversion and coinsurance problem
- Credibilistic variance and skewness of trapezoidal fuzzy variable and mean-variance-skewness model for portfolio selection
- The interest rate for saving as a possibilistic risk
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