In this paper, we aim to extended the constraints of Tanaka’s model. Applied coefficients of the fuzzy regression by them is the symmetric triangular fuzzy numbers, while we try to replace it by more general asymmetric trapezoidal one. Possibility of two asymmetric trapezoidal fuzzy numbers is explained by possibility distribution. Two different models is presented and a numerical example is gi...

This study first reviews fuzzy random Portfolio selection theory and describes the concept of portfolio optimization model as a useful instrument for helping finance practitioners and researchers. Second, this paper specifically aims at applying possibility-based models for transforming the fuzzy random variables to the linear programming. The harmony search algorithm approaches to resolve the ...

In 1987 Dubois and Prade defined an interval-valued expectation of fuzzy numbers, viewing them as consonant random sets. In 2001 Carlsson and Fullér defined an interval-valued mean value of fuzzy numbers, viewing them as possibility distributions, and they introduced the notation of crisp possibilistic mean value and crisp possibilistic variance of continuous possibility distributions, which ar...

A risk-minimizing portfolio model under uncertainty with randomness and fuzziness is discussed. By a perception-based extension of estimations for fuzzy random variables, the risk-minimizing portfolio problem is developed. In the uncertainty model, the randomness and fuzziness are evaluated respectively by the probabilistic expectation and mean values with evaluation weights and -mean functions...

This paper considers computational methods for obtaining Stackelberg solutions to random fuzzy twolevel linear programming problems. Assuming that the decision makers concerns about the probabilities that their own objective function values are smaller than or equal to certain target values, fuzzy goals of the decision makers for the probabilities are introduced. Using the possibility-based pro...

Abstract: In his famous paper “Fuzzy Sets as a Basis for a Theory of Possibility” (Zadeh, 1978) Professor Lofti Zadeh introduced the notion of possibility distribution πX and the concept of possibility measure. He defined in the paper the possibility distribution function to be numerically equal to the membership function (πX = μF ). In this paper Professor Zadeh draws the special attention of ...