An Ergodic Theorem for Stochastic Programming Problems?

Individual ergodic theorem for intuitionistic fuzzy observables using intuitionistic fuzzy state

The classical ergodic theory hasbeen built on σ-algebras. Later the Individual ergodictheorem was studied on more general structures like MV-algebrasand quantum structures. The aim of this paper is to formulate theIndividual ergodic theorem for intuitionistic fuzzy observablesusing  m-almost everywhere convergence, where  m...

Presentation and Solving Non-Linear Quad-Level Programming Problem Utilizing a Heuristic Approach Based on Taylor Theorem

The multi-level programming problems are attractive for many researchers because of their application in several areas such as economic, traffic, finance, management, transportation, information technology, engineering and so on. It has been proven that even the general bi-level programming problem is an NP-hard problem, so the multi-level problems are practical and complicated problems therefo...

A Mean Ergodic Theorem For Asymptotically Quasi-Nonexpansive Affine Mappings in Banach Spaces Satisfying Opial's Condition

Solving fuzzy stochastic multi-objective programming problems based on a fuzzy inequality

Probabilistic or stochastic programming is a framework for modeling optimization problems that involve uncertainty.In this paper, we focus on multi-objective linear programmingproblems in which the coefficients of constraints and the righthand side vector are fuzzy random variables. There are several methodsin the literature that convert this problem to a stochastic or<b...

A Defined Benefit Pension Fund ALM Model through Multistage Stochastic Programming

We consider an asset-liability management (ALM) problem for a defined benefit pension fund (PF). The PF manager is assumed to follow a maximal fund valuation problem facing an extended set of risk factors:  due to the longevity of the    PF members, the inflation affecting salaries in real terms and future incomes, interest rates and market factors affecting jointly the PF liability and asset p...