Uncertain decision making and its application to portfolio selection problem
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Cites work
- A sufficient and necessary condition of uncertainty distribution
- Decision-Making in a Fuzzy Environment
- Fuzzy sets
- Fuzzy sets as a basis for a theory of possibility
- Maxmin expected utility with non-unique prior
- On Liu's inference rule for uncertain systems
- On the convergence of uncertain sequences
- SOME PROPERTIES OF CONTINUOUS UNCERTAIN MEASURE
- Uncertain optimal control with application to a portfolio selection model
Cited in
(28)- An optimistic value-variance-entropy model of uncertain portfolio optimization problem under different risk preferences
- Almost sure stability for uncertain differential equation with jumps
- Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint
- Portfolio optimization in real financial markets with both uncertainty and randomness
- The -cost minimization model for capacitated facility location-allocation problem with uncertain demands
- An uncertain bi-objective mean-entropy model for portfolio selection with realistic factors
- scientific article; zbMATH DE number 6795774 (Why is no real title available?)
- Direct data-based decision making under uncertainty
- scientific article; zbMATH DE number 2096793 (Why is no real title available?)
- Indeterminacy in portfolio selection
- A currency exchange rate model with jumps in uncertain environment
- Portfolio management with background risk under uncertain mean-variance utility
- Uncertain portfolio optimization problem under a minimax risk measure
- An IT projects’ conceptual model to facilitate upstream decision‐making: project management method selection
- Uncertain bang-bang control problem for multi-stage switched systems
- Educating rational decision-makers about uncertainty using US social security investment economics
- Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory
- scientific article; zbMATH DE number 2227393 (Why is no real title available?)
- A new definition of cross-entropy for uncertain variables
- Poincáre recurrence theorem in regular uncertain dynamic system
- A new uncertain dominance and its properties in the framework of uncertainty theory
- Multiperiod mean absolute deviation uncertain portfolio selection with real constraints
- An interest-rate model with jumps for uncertain financial markets
- A new uncertain DEA model and application to scientific research personnel
- Triangular entropy of uncertain variables with application to portfolio selection
- Uncertain portfolio adjusting model using semiabsolute deviation
- Parametric optimal control of uncertain systems under an optimistic value criterion
- A review of uncertain portfolio selection
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