We introduce a cardinality constrained multi-objective optimization problem for generating efficient portfolios within a fuzzy mean-absolute deviation framework. We assume that the return on a given portfolio is modeled by means of LR-type fuzzy variables, whose credibility distributions collect the contemporary relationships among the returns on individual assets. To consider credibility measu...

In this paper, the fuzzy matrix equation $Awidetilde{X}B=widetilde{C}$ in which $A,B$ are $n times n$crisp matrices respectively and $widetilde{C}$ is an $n times n$ arbitrary LR fuzzy numbers matrix, is investigated. A new numerical procedure for calculating the fuzzy solution is designed and a sufficient condition for the existence of strong fuzzy solution is derived. Some examples are ...

in this note, we aim to present some properties of the space of all weakly fuzzy bounded linear operators, with the bag and samanta’s operator norm on felbin’s-type fuzzy normed spaces. in particular, the completeness of this space is studied. by some counterexamples, it is shown that the inverse mapping theorem and the banach-steinhaus’s theorem, are not valid for this fuzzy setting. also...

it is well known fact that binary relations are generalized mathematical functions. contrary to functions from domain to range, binary relations may assign to each element of domain two or more elements of range. some basic operations on functions such as the inverse and composition are applicable to binary relations as well. depending on the domain or range or both are fuzzy value fuzzy set, i...

comparing the performance of a set of activities or organizations under uncertainty environment has been performed by means of fuzzy data envelopment analysis (fdea) since the traditional dea models require accurate and precise performance data. as regards a method for dealing with uncertainty environment, many researchers have introduced dea models in fuzzy environment. some of these models ar...

We show that analogously to classical probability theory the conditional expectation E ( ? ~ X ) of a fuzzy random variable Y w.r.t. a fuzzy random variable X is w.r.t. a suitable metric the best approximation o f ? by measurable functions ofX. Furthermore, several linear regression functions, i.e. best approximation of ? by linear functions o f z and examples for random LR-fuzzy numbers and Ga...