In this paper, A Novel Stochastic Algorithm using Pythagorean means for minimization of the objective function is described. The algorithm is initially tested with Rastrigin’s function and compared with Genetic algorithm results for the function with the same initial conditions. After this, it is used in tuning the gains of fuzzy PD + I controller for trajectory control of PUMA 560 robot manipu...

This paper investigates a fuzzy portfolio selection problem with guaranteed reliability, in which the fuzzy variables are used to capture the uncertain returns of different securities. To effectively handle the fuzziness in a mathematical way, a new expected value operator and variance of fuzzy variables are defined based on the mλ measure that is a linear combination of the possibility measure...

The mean-variance methodology for the portfolio selection problem, originally proposed by Markowitz, has been one of the most important research fields in modern finance. In this paper we will assume that (i) each investor can assign a welfare, or utility, score to competing investment portfolios based on the expected return and risk of the portfolios; and (ii) the rates of return on securities...

Using a residuum approach, we provide complete description of the space rational spatial curves given tangent directions. The Pythagorean hodograph are obtained as special case when norm direction field is perfect square. basis for curve explicitly. Consequently number interpolation problems (G1, C1, C2, C1/G2) in this become linear, cusp avoidance can be encoded by linear inequalities, and opt...