The literature on portfolio analysis assumes that the securities returns are random variables with fixed expected returns and variances values (see Bachelier [1], Briec et al. [4] and Markowitz [10]). However, since investors receive efficient or inefficient information from the real world, ambiguous factors usually exist in it. Consequently, we need to consider not only random conditions but a...

Powerset structures of extensional fuzzy sets in sets with similarity relations are investigated. It is proved that extensional fuzzy sets have powerset structures which are powerset theories in the category of sets with similarity relations, and some of these powerset theories are defined also by algebraic theories (monads). Between Zadeh's fuzzy powerset theory and the classical powerset theo...

in this paper, a model of an optimal control problem with chance constraints is introduced. the parametersof the constraints are fuzzy, random or fuzzy random variables. todefuzzify the constraints, we consider possibility levels.  bychance-constrained programming the chance constraints are converted to crisp constraints which are neither fuzzy nor stochastic and then the resulting classical op...

A genetic algorithm is a stochastic computational model that seeks the optimal solution to an objective function. A methodology calculation is based on the idea of measuring the increase of fitness and fitness quality evaluation with chaos theory principles applying within genetic algorithm environment. Fuzzy neural networks principles are effectively applied in solved manufacturing problems mo...

A random fuzzy variable is a function from a credibility space to the set of random variables. Chance distribution is a type of mathematical description of random fuzzy variables. This paper presents a sufficient and necessary condition for chance distribution of random fuzzy variables.

This paper investigates the problem of just-in-time permutation flow shop scheduling with limited buffers and linear job deterioration in an uncertain environment. The fuzzy set theory is applied to describe this situation. A novel mixed-integer nonlinear program is presented to minimize the weighted sum of fuzzy earliness and tardiness penalties. Due to the computational complexities, the prop...


 The falling shadow theory is applied to subhoops and filters in hoops. notions of fuzzy hoops are introduced, several properties investigated. Relationship between discussed, conditions for a subhoop be filter provided. Also random set filer displayed.