Abstract: This paper deals with a portfolio selection problem with fuzzy return rates. A possibilistic mean VaR model was proposed for portfolio selection. Specially, we present a mathematical programming model with possibilistic constraint. The possibilistic programming problem can be solved by transforming it into a linear programming problem. A numerical example is given to illustrate the be...

Abstract In this paper, the notions of subgradmnt, subdifferentla[, and differential with respect to convex fuzzy mappings are investigated, whmh provides the basis for the fuzzy extremum problem theory We consider the problems of minimizing or maximizing a convex fuzzy mapping over a convex set and develop the necessary and/or sufficient optlmahty conditions. Furthermore, the concept of saddle...

This paper presents a mathematical model for dynamic decision making with an objective function induced from fuzzy preferences. The fuzzy preference is related to decision making in artificial intelligence, and this paper models human behavior based on his fuzzy preferences. A reasonable criterion based on fuzzy preferences is formulated for the dynamic decision making, and an optimality equati...

We interpret fuzzy linear programming (FLP) problems with fuzzy coefficients and fuzzy inequality relations 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 solution process consists of two steps: first, for every decision variable x ∈ IRn, we c...

one of the main problems of supply chain network design is uncertainty. to consider this, designing of a three-echelon supply chain in a fuzzy environment is discussed in this paper. since satisfaction of some constraints in supply chain is vital and necessary, so this research proposes a direct solution approach to find the solution which represents the trade-off between feasibility degree of ...

this paper presents a new mathematical model for a bi-objective job shop scheduling problem with sequence-dependent setup times that minimizes the weighted mean completion time and the weighted mean tardiness time. for solving this multi-objective model, we develop a fuzzy multi-objective linear programming (fmolp) model. in this problem, a proposed fmolp method is applied with respect to the o...

This paper describes Soft Computing approach to modeling time-dependent (dynamic, real time) transportation phenomenon characterized by uncertainty. The proposed “intelligent” control systems that are based on a combination of fuzzy logic (or neural networks) and mathematical programming (or heuristic) techniques make “on line” control decisions of the highest quality. In the first step of the ...

Classically, most programming languages use in a predefined way the notion of “string” as an standard data structure for a comfortable management of arbitrary sequences of characters. However, in this paper we assign a different role to this concept: here we are concerned with fuzzy logic programming, a somehow recent paradigm trying to introduce fuzzy logic into logic programming. In this sett...

Suppose we are given a mathematical programming problem in which the functional relationship between the decision variables and the objective function is not completely known. Our knowledge-base consists of a block of fuzzy if-then rules, where the antecedent part of the rules contains some linguistic values of the decision variables, and the consequence part is a linear combination of the cris...