In this paper, the portfolio selection problem is considered, where fuzziness and randomness appear simultaneously in optimization process. Since return and dividend play an important role in such problems, a new model is developed in a mixed environment by incorporating fuzzy random variable as multi-objective nonlinear model. Then a novel interactive approach is proposed to determine the pref...

Abstract. A new method is proposed to solve the interactive group decision making problem in which the preference information takes the form of intuitionistic fuzzy preference relations. Firstly, we aggregate all individual intuitionistic fuzzy preference relations into a collective one. Then, a method to determine the experts’ weights by utilizing the compatibility measures of the individual i...

in this research, we address the application of uncertaintyprogramming to design a multi-site, multi-product, multi-period,closed-loop supply chain (clsc) network. in order to make theresults of this article more realistic, a clsc for a case study inthe iron and steel industry has been explored. the presentedsupply chain covers three objective functions: maximization ofprofit, minimization of n...

This paper develops an energy management approach for a multi-microgrid (MMG) taking into account multiple objectives involving plug-in electric vehicle (PEV), photovoltaic (PV) power, and a distribution static compensator (DSTATCOM) to improve power provision sharing. In the proposed approach, there is a pool of fuzzy microgrids granules that they compete with each other to prolong their lives...

Probabilistic or stochastic programming is a framework for modeling optimization problems that involve uncertainty.In this paper, we focus on multi-objective linear programmingproblems in which the coefficients of constraints and the righthand side vector are fuzzy random variables. There are several methodsin the literature that convert this problem to a stochastic or<b...

This paper presents an application of interactive fuzzy goal programming to the nonlinear multi-objective reliability optimization problem considering system reliability and cost of the system as objective functions. As the decision maker always have an intention to produce highly reliable system with minimum cost, therefore, we introduce the interactive method to design a high productivity sys...