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An Intuitionistic Fuzzy Multi-Objective Goal Programming Approach to Portfolio Selection

International Journal of Information Technology and Decision Making, 2021
Portfolio selection can be regarded as a type of multi-objective decision problem. However, traditional solution methods rarely discussed the decision maker’s nonsatisfaction and hesitation degrees with regard to multiple objectives and they require many
Gaofeng Yu   +3 more
semanticscholar   +1 more source

Fuzzy goal programming approach for structural optimization

AIAA Journal, 1992
The nonlinear goal programming approach is used for solving multiobjective optimization problems. When the goals are vague and somewhat imprecise the model can be transformed in a fuzzy nonlinear goal program. It is shown how the model accomodates various aggregation forms of the multiple objectives, including simple or squared, weighted or unweighted ...
Rao, S. S.   +3 more
openaire   +1 more source

A novel intuitionistic fuzzy preference relations for multiobjective goal programming problems

Journal of Intelligent & Fuzzy Systems, 2021
This paper investigates novel intuitionistic fuzzy preferences relations to determine the imprecise linguistic terms with fuzzy goals. The proposed intuitionistic fuzzy goal programming (IFGP) considers the degree of vagueness and hesitations ...
A. Ahmadini, F. Ahmad
semanticscholar   +1 more source

Constructing Fuzzy Random Goal Constraints for Stochastic Fuzzy Goal Programming

2010
This paper attempts to estimate the coefficient of the goal constraints through a fuzzy random regression model which plays a pivotal role in solving a stochastic fuzzy additive goal programming.We propose the two phase-based solutions; in the first phase, the goal constraints are constructed by fuzzy random-based regression model and, in the second ...
Nureize Arbaiy, Junzo Watada
openaire   +1 more source

Matrix Games with Fuzzy Goals and Fuzzy Linear Programming Duality

Fuzzy Optimization and Decision Making, 2004
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bector, C. R.   +2 more
openaire   +2 more sources

Fuzzy Extended Lexicographic Goal Programming

2004
Goal Programming (GP) is perhaps the most widely used approach in the field of multicriteria decision making The major advantage of the GP model is its great flexibility which enables the decision maker to easily incorporate numerous variations of constraints and goals.
Mar Arenas   +3 more
openaire   +1 more source

A fuzzy goal programming model in portfolio selection under competitive-cum-compensatory decision strategies

Applied Soft Computing, 2018
Many of the portfolio selection problems involve multiple numbers of conflicting and imprecise criteria in the decision environment. Multi-criteria decision-making approaches using fuzzy logic can tackle such problems when the imprecision is due to ...
M. De, B. K. Mangaraj, K. Das
semanticscholar   +1 more source

Priority structure in fuzzy goal programming

Fuzzy Sets and Systems, 1986
This paper introduces priority structure in Fuzzy Goal Programming (FGP). This approach utilizes the lexicographic order of Goal Programming (GP) and yields an efficient computational algorithm for solving FGP. Fuzzy priorities are also discussed. A numerical example is given to highlight the procedure. Concluding remarks are also made.
Tiwari, R. N., Dharmar, S., Rao, J. R.
openaire   +2 more sources

Fuzzy stochastic goal programming problems

European Journal of Operational Research, 2007
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source

A fuzzy goal programming-regression approach to optimize process performance of multiple responses under uncertainty

International Journal of Management Science and Engineering Management, 2018
This paper proposes an approach to optimize performance of manufacturing processes for multiple quality responses using a fuzzy goal programming-regression approach. Firstly, a multiple nonlinear regression model is formulated for each response replicate
A. Al-Refaie, G. Bani Domi, R. Abdullah
semanticscholar   +1 more source

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