the option-pricing problem is always an important part in modern finance. assuming that the stock diffusion is a constant, some literature has introduced many stock models and given corresponding option pricing formulas within the framework of the uncertainty theory. in this paper, we propose a new stock model with uncertain stock diffusion for uncertain markets. some option pricing formulas on...

In this paper, we present Gauss-Sidel and successive over relaxation (SOR) iterative methods for finding the approximate solution system of fuzzy Sylvester equations (SFSE), AX + XB = C, where A and B are two m*m crisp matrices, C is an m*m fuzzy matrix and X is an m*m unknown matrix. Finally, the proposed iterative methods are illustrated by solving one example.

spurred by intensifying competition in global markets, most companies have been increasingly implementing supply chain management (scm) and information systems (is) practices. as well, globalization policies have created a more intensive competition amongst manufacturers; in additional the priority of supply over demand, market competition and importance of some factor such as quality, accounta...

Modern manufacturing enterprises are required to collaborate by their business partners through their business process operations such as design, manufacture, distribution, and aftersales services. And furthermore performance evaluation is of great importance for effective supply chain man agement. Therefore, DEA can help companies to remove some of the in efficiencies in operational processes ...

the purpose of this study is to present an approximate numerical method for solving high order linear fredholm-volterra integro-differential equations in terms of rational chebyshev functions under the mixed conditions. the method is based on the approximation by the truncated rational chebyshev series. finally, the effectiveness of the method is illustrated in several numerical examples. the p...

two main goals are being pursued in this paper. first, a brief summary of the structural optimization methods is presented. although most of these methods are general and are used in analysis and design of skeletal as well as continuous structures, discussion is more often directed towards the shape optimization .the second second goal of this paper is to present a new method for sensitivity an...

Fractional order partial differential equations are generalizations of classical partial differential equations. Increasingly, these models are used in applications such as fluid flow, finance and others. In this paper we examine some practical numerical methods to solve a class of initial- boundary value fractional partial differential equations with variable coefficients on a finite domain. S...

the purpose of this paper is to develop a methodology for solving a new type of matrix games in which payoffs are expressed with triangular intuitionistic fuzzy numbers (tifns). in this methodology, the concept of solutions for matrix games with payoffs of tifns is introduced. a pair of auxiliary intuitionistic fuzzy programming models for players are established to determine optimal strategies...

This paper gives an overview of the difficulties associated with the design of hard rock pillars in South African mines. Recent examples of large scale pillar collapses in South Africa suggest that these were caused by weak partings which traversed the pillars. Currently two different methods are used to determine the strength of pillars, namely, empirical equations derived from back analyses o...

This paper summarizes a talk given in honor of Saul Gass’ 80 Birthday celebration. The paper is modeled after Saul’s well-known book An Illustrated Guide to Linear Programming and presents some of the illustrations provided during that talk. In this paper, we explain why specific rules might be chosen within a general combinatorial auction framework. The purpose of such rules is to assure that ...