A Review on Differentiability and Optimality Conditions in Fuzzy Environments

Necessary and Sucient Optimality Conditions for a Control Fuzzy Linear Problem

New optimality conditions for multiobjective fuzzy programming problems

In this paper we study fuzzy multiobjective optimization problems defined for $n$ variables.  Based on a new $p$-dimensional fuzzy stationary-point definition,  necessary  efficiency conditions are obtained.  And we prove that these conditions are also sufficient under new fuzzy generalized convexity notions. Furthermore, the results are obtained under general differentiability hypothesis.

a study on rate making and required reserves determination in reinsurance market: a simulation

reinsurance is widely recognized as an important instrument in the capital management of an insurance company as well as its risk management tool. this thesis is intended to determine premium rates for different types of reinsurance policies. also, given the fact that the reinsurance coverage of every company depends upon its reserves, so different types of reserves and the method of their calc...

On Optimality Conditions via Weak Subdifferential and Augmented Normal Cone

In this paper, we investigate relation between weak subdifferential and augmented normal cone. We define augmented normal cone via weak subdifferential and vice versa. The necessary conditions for the global maximum are also stated. We produce preliminary properties of augmented normal cones and discuss them via the distance function. Then we obtain the augmented normal cone for the indicator f...

Epi-differentiability and Optimality Conditions for an Extremal Problem under Inclusion Constraints

In this paper, we establish first-order optimality conditions for the problem of minimizing a function f on the solution set of an inclusion 0 ∈ F (x) where f and the support function of a set-valued mapping F are epi-differentiable at x.