Portfolio management is one of the most important areas of research in financial engineering. This paper is concerned with multi period decision problem for financial asset allocation when the rate of borrowing is greater than the rate of lending. Transaction costs as a source of concern for portfolio managers is also considered in this paper. The proposed method of this paper is formulated in ...

in this paper we try to introduce a new approach and study the notion of efficiency under a multi objectives linear programming problem in the university by using analysis of hierarchy process (ahp)‎. ‎to this end‎, ‎we first extract some effective parameters due to efficiency offices in university and then prioritized these parameters by the ahp method‎. ‎hence‎, ‎we could classify the most im...

in this paper, a comprehensive model is proposed to design a network for multi-period, multi-echelon, and multi-product inventory controlled the supply chain. various marketing strategies and guerrilla marketing approaches are considered in the design process under the static competition condition. the goal of the proposed model is to efficiently respond to the customers’ demands in the presenc...

The major oil industry upstream activities include the exploration, drilling, extraction, pipelines installation, and production of crude oil. In this paper, we develop a mathematical model to plan for theseoperations as a crude oil supply chain network design problem.The proposed multi-period mixed integer linear programming model entails both strategic (e.g., facility location and allocation)...

This paper investigates a multi-period rectilinear distance 1-center location problem considering a line-shaped barrier, in which the starting point of the barrier follows the uniform distribution function. In addition, the existing points are sensitive to demands and locations. The purpose of the presented model is to minimize the maximum barrier distance from the new facility to the existing ...

The objective of this paper is to develop matrix games with pay-offs of triangular hesitant fuzzy elements (THFEs). To solve such games, a new methodology has been derived based on the notion of weighted average operator and score function of THFEs. Firstly, we formulate two non-linear programming problems with THFEs. Then applying the score function of THFEs, we transform these two problems in...

In this paper, a multi-period and multi-resource operating room (OR) scheduling and rescheduling problem with elective and semi-elective (semi-urgent) patients is addressed. A scheduling-rescheduling framework based on the so-called rolling horizon approach is proposed to solve the problem. The core of the proposed framework is a novel proposed mixed-integer linear programming (MILP) model with...

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...