many ranking methods have been proposed so far. however, there is yet no method that can always give a satisfactory solution to every situation; some are counterintuitive, not discriminating; some use only the local information of fuzzy values; some produce different ranking for the same situation. for overcoming the above problems, we propose a new method for ranking fuzzy quantities based on ...

convexity theory and duality theory are important issues in math- ematical programming. within the framework of credibility theory, this paper rst introduces the concept of convex fuzzy variables and some basic criteria. furthermore, a convexity theorem for fuzzy chance constrained programming is proved by adding some convexity conditions on the objective and constraint functions. finally,...

in this paper, a new method is proposed to find the fuzzy optimal solution of fully fuzzy linear bilevel programming (fflblp) problems by representing all the parameters as triangular fuzzy numbers. in the proposed method, the given fflblp problem is decomposed into three crisp linear programming (clp) problems with bounded variables constraints, the three clp problems are solved separately and...

Fuzzy linear programming problem occur in many elds such as mathematical modeling, Control theory and Management sciences, etc. In this paper we focus on a kind of Linear Programming with fuzzy numbers and variables namely Fully Fuzzy Linear Programming (FFLP) problem, in which the constraints are in inequality forms. Then a new method is proposed to ne the fuzzy solution for solving (FFLP). Nu...

in this paper, the portfolio selection problem is considered, where fuzziness and randomness appear simultaneously in optimization process. since return and dividend play an important role in such problems, a new model is developed in a mixed environment by incorporating fuzzy random variable as multi-objective nonlinear model. then a novel interactive approach is proposed to determine the pref...

The main aim of this paper is to deal with a fuzzy version of Farkas lemma involving trapezoidal fuzzy numbers. In turns to that the fuzzy linear programming and duality theory on these problems can be used to provide a constructive proof for Farkas lemma. Keywords Farkas Lemma, Fuzzy Linear Programming, Duality, Ranking Functions.