Methods of possibilistic optimization with applications

被引：0

作者：

Yazenin, A. V. ^{[1
]}

机构：

[1] Tver State Univ, Dept Comp Sci, Tver 170000, Russia

来源：

FORGING NEW FRONTIERS: FUZZY PIONEERS II | 2008年 / 218卷

关键词：

possibilistic-probabilistic optimization; fuzzy variable; fuzzy random variable; portfolio selection;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

In the article the approach to optimization with fuzzy random data from the general methodological positions of uncertainty measure theory is developed. The corresponding principles and models of decision making are formulated. Applications of the approach to portfolio selection problem are considered.

引用

页码：385 / 390

页数：6

共 16 条

[1]

[Anonymous], 1988, POSSIBILITY THEORY

[2]

Bellman R. E., 1971, Decision-making in a fuzzy environment, DOI 10.1287/mnsc.17.4.B141

[3] The variance and covariance of fuzzy random variables and their applications [J].