abstract in current study, an irrigation examination and acquisition of environmental water in kor-river fields, that is dominated from doroudzan dam to bakhtegan lake, was done by an integrated economy-environmental model. the model was considered by economic, hydrologic and agronomic components. in the economic component, an optimal harvesting of water was done using non-linear programming in...

this study aimed to study the risky behavior and its relationship with social capital amongst the high school students of kerman city. social capital theories of colman and putnam were selected as the theoretical framework. the abstracted variables of research model are social capital (network ties of respondent with teachers, family and friends. network ties of respondents’ family with school)...

One of the most complicated decision making problems for managers is the evaluation of bank performance, which involves various criteria. There are many studies about bank efficiency evaluation by network DEA in the literature review. These studies do not focus on multi-level network. Wu (Eur J Oper Res 207:856–864, 2010) proposed a bi-level structure for cost efficiency at the first time. In t...

This paper is devoted to determining an optimal investment strategy for a defined-contribution (DC) pension plan with deposit loan spread under the constant elasticity of variance (CEV) model. As far as we know, few studies in literature have taken loans into account when using CEV model financial market contexts. The contribution this study impact on DC strategy. By considering risk-free asset...

much research hasn’t been done in the area of project selection in the public sector. in this paper, we tried to choose projects in the public sector, and a linear programming model is presented. in an effort to build the model, the decision criteria were identified using the delphi method and then the criteria were reviewed at conceptual combining. the model was constructed in a linear, goal a...

This article describes a class of jump-uncertain stochastic control systems, and derives an Itô–Liu formula with jump. We characterize optimal law, that satisfies the Hamilton–Jacobi–Bellman equation Then, this paper deduces portfolio game under uncertain financial markets The information players is symmetrical. market constituted risk-free asset risky whose price process subjected to Black–Sch...

this paper proposes a new mathematical model for the integrated procurement-production-distribution problem of a fuzzy mixed integer linear programming (fmilp) type. considering the uncertainty in real problems, a number of parameters such as demand, capacity, and cost where their values are not available or known precisely, have been considered as trapezoidal fuzzy numbers. to solve fuzzy mixe...

Abstract The Danish mortgage market is large and sophisticated. However, most Danish mortgage banks advise private home-owners based on simple, if sensible, rules of thumb. In recent years a number of papers (from Nielsen & Poulsen (2004) over Rasmussen & Zenios (2007) to Pedersen, Weissensteiner & Poulsen (2013)) have suggested a model-based, stochastic programming approach to mortgage choice....