This article presents a hierarchical process for multiobjective portfolio selection in fuzzy environment. Methodology proposed in this paper is consist of three main steps; (a) determining weight of each objective including return, risk and liquidity, by fuzzy logarithmic least square according to investors’ preferences matrix by the means of DE algorithm, (b&c) assigning pareto frontiers of pr...

The multiobjective two person matrix game problem with fuzzy payoffs is considered in this paper. It is assumed that fuzzy payoffs are triangular fuzzy numbers. The problem is converted to several multiobjective matrix game problems with interval payoffs by using the $alpha$-cuts of fuzzy payoffs. By solving these problems some $alpha$-Pareto optimal strategies with some interval outcomes are o...

The problem of identifying the parameters of the constituent local linear models of Takagi–Sugeno fuzzy models is considered. In order to address the tradeoff between global model accuracy and interpretability of the local models as linearizations of a nonlinear system, two multiobjective identification algorithms are studied. Particular attention is paid to the analysis of conflicts between ob...

This paper presents an evolutionary Multiobjective learning model achieving positive synergy between the Inference System and the Rule Base in order to obtain simpler and still accurate linguistic fuzzy models by learning fuzzy inference operators and applying rule selection. The Fuzzy Rule Based Systems obtained in this way, have a better trade-off between interpretability and accuracy in ling...

Fuzzy multiobjective programming for a deterministic case involves maximizing the minimum goal satisfaction level among conflicting goals of different stakeholders using Max-min approach. Uncertainty due to randomness in a fuzzy multiobjective programming may be addressed by modifying the constraints using probabilistic inequality (e.g., Chebyshev’s inequality) or by addition of new constraints...

This paper presents the study of overload contingency in the distribution system using fuzzy multiobjective approach considering customer load pattern. A model of 25 bus distribution system having five feeders, 20 loads and 29 distribution lines is simulated using Mi-Power software. Customer load pattern of the distribution system is designed using MATLAB. Taking the advantage of handling uncer...

Within a supply chain, purchasing plays a key role in achieving corporate competition. Hence, selecting the right suppliers is a vital component of these strategies. In practice, supplier selection is a multiobjective programming problem with vagueness and imprecision of the input data. In spite of the importance of the problem, the literature on this subject is relatively scarce. In this paper...

In this paper, two kinds of fuzzy approaches are proposed for not only multiobjective stochastic linear programming problems, but also multiobjective fuzzy random linear programming problems through a probability maximization model. In a probability maximization model, it is necessary for the decision maker to specify permissible values of objective functions in advance, which have a great infl...

In this paper, two kinds of fuzzy approaches are proposed for not only multiobjective stochastic linear programming problems, but also multiobjective fuzzy random linear programming problems through a probability maximization model. In a probability maximization model, it is necessary for the decision maker to specify permissible values of objective functions in advance, which have a great infl...

A multiobjective security game problem with fuzzy payoffs is studied in this paper. The problem is formulated as a bilevel programming problem with fuzzy coefficients. Using the idea of nearest interval approximation of fuzzy numbers, the problem is transformed into a bilevel programming problem with interval coefficients. The Karush-Kuhn-Tucker conditions is applied then to reduce the problem ...