Banks are one of the most important financial sectors in order to the economic development of each country. Certainly, efficiency scores and ranks of banks are significant and effective aspects towards future planning. Sometimes the performance of banks must be measured in the presence of undesirable and vague factors. For these reasons in the current paper a procedure based on data envelopment...

Kheirfam and Hasani (Sensitivity analysis for fuzzy linear programming problems with fuzzy variables, Advanced Modeling and Optimization, 12 (2010) 257-272), proposed a new method to deal with the sensitivity analysis of such fuzzy linear programming (FLP) problems in which all the elements of coefficient matrix of the constraints and the coefficients of the decision variables in the objective ...

In this paper a fuzzy goal programming technique is presented to solve multiobjective decision making problems in a probabilistic decision making environment where the right sided parameters associated with the system constraints are exponentially distributed fuzzy random variables. In model formulation of the problem, the fuzzy chance constrained programming problem is converted into a fuzzy p...

This paper discusses flexible approaches for fuzzy optimization problems. Specifically, it presents a new solving method for fuzzy optimization problems (FOP) when the variables coefficients and/or the constraints limits parameters are imprecise. The new method uses the simulated annealing algorithm as a resolution procedure because it is a well-suited algorithm for solving all forms of fuzzine...

The paper relates a principle for designing the fuzzy fault detection filters devoted to a class of continuous-time nonlinear systems represented by TakagiSugeno models. The extension of the fuzzy reference model principle and the incremental quadratic constraints are proposed to obtain an approximation of H∞/H_ criterion in the residual weight matrix parameter design for TS fuzzy fault detecti...

We interpret fuzzy linear programming (FLP) problems (where some or all coefficients can be fuzzy sets and the inequality relations between fuzzy sets can be given by a certain fuzzy relation) as multiple fuzzy reasoning schemes (MFR), where the antecedents of the scheme correspond to the constraints of the FLP problem and the fact of the scheme is the objective of the FLP problem. Then the sol...

Wepropose a new fuzzymathematical programmingmodel for production planning under uncertainty in an industrial environment. This model considers fuzzy constraints related to the total costs, the market demand and the available capacity of the productive resources and fuzzy coefficients for the costs due to the backlog of demand and for the required capacity. The main goal is to determine the mas...

This paper considers robust mean-variance portfolio selection problems including uncertainty sets and fuzzy factors. Since these problems are not well-defined problems due to fuzzy factors, it is hard to solve them directly. Therefore, introducing chance constraints, fuzzy goals and possibility measures, the proposed models are transformed into the deterministic equivalent problems. Furthermore...