The portfolio selection problem (PSP) uses mathematical approaches to model stock exchange investments. Its aim is to find an optimal set of assets to invest on, as well as the optimal investments for each asset. In this paper, a portfolio selection problem (FPSP) with fuzzy objective function coefficient (FPSP) a multiple objective problem including uncertainties is investigated. The FPSP is c...

In this paper, we focus on hierarchical multiobjective stochastic linear programming problems (HMOP) where multiple decision makers in a hierarchical organization have their own multiple objective linear functions together with common linear constraints. In order to deal with HMOP, a probability maximization model and a fractile optimization model are applied. By considering the conflict betwee...

In this paper, we focus on hierarchical multiobjective stochastic linear programming problems (HMOP) where multiple decision makers in a hierarchical organization have their own multiple objective linear functions together with common linear constraints. In order to deal with HMOP, a probability maximization model and a fractile optimization model are applied. By considering the conflict betwee...

This paper proposes the method to the solution of multi objective linear programming problems in fuzzy environment. Here attention has been paid to the study of optimal compromise solution for multi objective fuzzy linear programming problems. Two algorithms have been presented to gives efficient solutions as well as an optimal compromise solution. An illustrative example is given to describe o...

A Real-Time Optimization (RTO) strategy incorporating the fuzzy sets theory is developed, where the problem constraints obtained from process considerations are treated in fuzzy environment. Furthermore, the objective function is penalized by a fuzzified form of the key process constraints. To enable using conventional optimization techniques, the resulting fuzzy optimization problem is the...

Quality function development (QFD) is a planning tools used to fulfill customer expectation and QFD is a systematic process to translating customer requirement (WHATs) into technical description (HOWs). QFD aims to maximize customer satisfactions related to enterprise satisfaction. The inherent fuzziness of relationships in QFD modeling justifies the use of fuzzy regression for estimating the r...

The objective of this paper is to deal with the fuzzy conic program- ming problems. The aim here is to derive weak and strong duality theorems for a general fuzzy conic programming. Toward this end, The convexity-like concept of fuzzy mappings is introduced and then a speci c ordering cone is established based on the parameterized representation of fuzzy numbers. Un- der this setting, duality t...

Two major approaches to deal with randomness or impression involved in mathematical programming problems have been developed. The one is called stochastic programming, and the other is called fuzzy programming. In this paper, we focus on multiobjective integer programming problems involving random variable coefficients in constraints. Using the concept of simple recourse, such multiobjective st...