This paper considers a multi-objective portfolio selection problem imposed by gaining of portfolio, divided yield and risk control in an ambiguous investment environment, in which the return and risk are characterized by probabilistic numbers. Based on the theory of possibility, a new multi-objective portfolio optimization model with gaining of portfolio, divided yield and risk control is propo...

This paper proposes a new method for solving a multi-objective linear programming model with fuzzy random variables. In this model, a multi-objective linear programming problem with real variables and fuzzy random coefficients is introduced. Then, a new algorithm is developed to solve the model based on the concepts of mean value of fuzzy random variables, chance-constrained programming and pie...

This paper proposes a compromise model, based on a new method, to solve the multiobjectivelarge scale linear programming (MOLSLP) problems with block angular structureinvolving fuzzy parameters. The problem involves fuzzy parameters in the objectivefunctions and constraints. In this compromise programming method, two concepts areconsidered simultaneously. First of them is that the optimal alter...

The De-Novo programming problem proposed by Zeleny is well-known for its value on designing an optimal system by extending existed resources instead of finding the optimum in a given system with fixed resources. Since few papers are dedicated to explore the De-Novo programming problem with multiple stages and its resolution approach, the De-Novo programming problem is innovatively extended to a...