in traditional portfolio selection model coefficients often are certain and deterministic, but in real world these coefficients are probabilistic. so decision maker cannot estimate them exactly. financial optimization is one of the most attractive areas in decision under uncertainty. in the portfolio selection problem the decision maker considers simultaneously conflicting objectives such as ra...

The impact of financial challenges on the profit of a supply chain, have caused the researcher to model the supply chain network by considering the operational and financial dimensions. Also, the establishment of a closed loop supply chain (CLSC) network has a high effect on economic profit. So, the purpose of this study is to design a stochastic closed loop supply chain network by considering ...

In this paper, the researchers have proposed a multi-dimensional knapsack model for project capital budgeting problem in uncertain situation which has been modeled through fuzzy sets. The optimistic and pessimistic situations were considered and associated deterministic models were yielded. Numerical example has been supplied toillustrate the performance of proposed model. The results were prom...

abstract it is the purpose of this article to introduce a linear approximation technique for solving a fractional chance constrained programming (cc) problem. for this purpose, a fuzzy goal programming model of the equivalent deterministic form of the fractional chance constrained programming is provided and then the process of defuzzification and linearization of the problem is started. a samp...

the vibrations produced by trains include two parts which are deterministic and random vibrations. due to variation of dynamic loads and patterns of load-time, the random vibration of moving train is one of the most important issues in the field of railway engineering. one of the important sources in producing the train vibrations is rail roughness and irregularities. in this paper, responses o...

Determination of facilities, such as factories or warehouses, location and availability conditions is one of the important and strategic decisions for an organization to make. Transportation costs that form a major part of goods price are dependent to this decision making. There are verity of methods have been presented to achieve the optimal locations of these facilities which are generally de...