«fuzzy random programming»
۷۳۳ نتیجهFuzzy Random Dependent-Chance Programming Models of Loan Portfolio
The environment of loan in bank is very complex, there are not only random factors but also fuzzy factors, so the return rates of loan often have fuzzy random characteristic. Mean chance is a measure of fuzzy random variable. This paper proposes two fuzzy random dependentchance p
Optimization of Fuzzy Random Portfolio selection by Implementation of Harmony Search Algorithm
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 trans
Fuzzy Approaches for Multiobjective Fuzzy Random Linear Programming Problems Through a Probability Maximization Model
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 nece
The Application of Imperialist Competitive Algorithm for Fuzzy Random Portfolio Selection Problem
This paper presents an implementation of the Imperialist Competitive Algorithm (ICA) for solving the fuzzy random portfolio selection problem where the asset returns are represented by fuzzy random variables. Portfolio Optimization is an important research field in modern finance
A Study on Fuzzy Random Portfolio Selection Problems Based on Possibility and Necessity Measures
This paper incorporates fuzzy random variables with a portfolio selection problem based on the single index model. The rate of return on each investment can be represented with a fuzzy random variable. A novel decision-making model based both on possibilistic programming and on s
Minimization of Constraint Violation in Fuzzy Multiobjective Programming
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 modi
Fuzzy Random Chance-constrained Programming Based Approach to Active-power- Output Calculation for Wind Power Farms
Based on the fuzzy random chance-constrained programming(FRC) theory, the paper presents a method to calculate active-power-output of large-scale wind power farms connected to power grid. The calculation of active-power-output can be turned into a FRC programming problem which co
Multi-Objective Fuzzy Chance Constrained Fuzzy Goal Programming for Capacitated Transportation Problem
This paper presents a multi-objective fuzzy chance constrained capacitated transportation problem based on fuzzy goal programming problem with capacity restrictions on commodities which are shipped from different sources to different destinations. The capacity of each origin and
On Fuzzy Random-Valued Optimization
In this paper, we propose a novel approach for Fuzzy random-valued Optimization. The main idea behind our approach consists of taking advantage of interplays between fuzzy random variables and random sets in a way to get an equivalent stochastic program. This helps avoiding pitfa
Reliability Assessment with Fuzzy Random Variables Using Interval Monte Carlo Simulation
In this work structural reliability assessment is presented for structures with uncertain loads and material properties. Uncertain variables are modeled as fuzzy random variables and Interval Monte Carlo Simulation along with interval finite element method is used to evaluate fai