Found 163 Documents (Results 1–100)
Modeling of linear uncertain portfolio selection with uncertain constraint and risk index. (English) Zbl 07914040
First and second order optimality conditions using approximations for fractional multiobjective bilevel problems under fractional constraints. (English) Zbl 1541.90319
Evaluating blockchain as a participatory organisational system: looking for transaction efficiency. (English) Zbl 07870997
MSC:
90-XX
Stock assessment using cumulative prospect theory in DEA cross-efficiency model: a case study of the Indian stock market. (English) Zbl 07855546
Solution of uncertain constrained multi-objective travelling salesman problem with aspiration level based multi objective quasi oppositional Jaya algorithm. (English) Zbl 07852648
Optimality conditions and duality for mathematical programming with equilibrium constraints including multiple interval-valued objective functions on Hadamard manifolds. (English) Zbl 07843812
Z-DNMASort: a double normalization-based multiple aggregation sorting method with Z-numbers for multi-criterion sorting problems. (English) Zbl 1526.90024
Performance evaluation of DMUs using hybrid fuzzy multi-objective data envelopment analysis. (English) Zbl 1532.90039
Som, Tanmoy (ed.) et al., Applied analysis, optimization and soft computing. ICNAAO-2021, Varanasi, India, December 21–23, 2021. Singapore: Springer. Springer Proc. Math. Stat. 419, 329-343 (2023).
A linearization to the multi-objective linear plus linear fractional program. (English) Zbl 1535.90145
On optimality conditions and duality for multiobjective optimization with equilibrium constraints. (English) Zbl 1522.90223
Optimal control for uncertain random continuous-time systems. (English) Zbl 1521.49021
Reviewer: Alain Brillard (Riedisheim)
On Lipschitz continuity of approximate solutions to set-valued equilibrium problems via nonlinear scalarization. (English) Zbl 1517.90148
Reviewer: Juan-Enrique Martínez-Legaz (Barcelona)
Coincidence points of parameterized generalized equations with applications to optimal value functions. (English) Zbl 1506.49008
Distributionally robust portfolio optimization with second-order stochastic dominance based on Wasserstein metric. (English) Zbl 07830725
Transportation planning for sustainable supply chain network using big data technology. (English) Zbl 1535.90015
Clustering analysis and punishment-driven consensus-reaching process for probabilistic linguistic large-group decision-making with application to car-sharing platform selection. (English) Zbl 07771186
MSC:
90-XX
Measuring the dynamic efficiency of socially responsible investment funds: evidence from dynamic network DEA with diversification. (English) Zbl 1516.91056
Uncertain random mean-variance-skewness models for the portfolio optimization problem. (English) Zbl 1507.91209
Nonsmooth mathematical programs with vanishing constraints in Banach spaces. (English) Zbl 1527.90224
Nikeghbali, Ashkan (ed.) et al., High-dimensional optimization and probability. With a view towards data science. Cham: Springer. Springer Optim. Appl. 191, 395-417 (2022).
Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach. (English) Zbl 1494.91136
Software component evaluation and selection using TOPSIS and fuzzy interactive approach under multiple applications development. (English) Zbl 1492.90072
On a global efficiency criterion in multiobjective variational control problems with path-independent curvilinear integral cost functionals. (English) Zbl 1492.49013
Semicontinuity of the solution maps to vector equilibrium problems with equilibrium constraints. (English) Zbl 1486.49017
Solving the multi-objective stochastic interval-valued linear fractional integer programming problem. (English) Zbl 1482.90206
Online multi-criteria portfolio analysis through compromise programming models built on the underlying principles of fuzzy outranking. (English) Zbl 07786226
Multi-criteria group decision-making for portfolio allocation with consensus reaching process under interval type-2 fuzzy environment. (English) Zbl 1530.91538
Portfolio optimization using higher moments in an uncertain random environment. (English) Zbl 1527.91150
Sensitivity analysis of grey linear programming for optimization problems. (English) Zbl 1502.90172
Reviewer: Karel Zimmermann (Praha)
A multi-period fuzzy mean-minimax risk portfolio model with investor’s risk attitude. (English) Zbl 1491.91125
Duality in multiobjective mathematical programs with equilibrium constraints. (English) Zbl 1499.90202
Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns. (English) Zbl 07432766
MSC:
90Bxx
TOPSIS method for teaching effect evaluation of College English with interval-valued intuitionistic fuzzy information. (English) Zbl 1477.90034
Duality theory in Atanassov’s intuitionistic fuzzy mathematical programming problems: optimistic, pessimistic and mixed approaches. (English) Zbl 1467.90092
On fully intuitionistic fuzzy multiobjective transportation problems using different membership functions. (English) Zbl 1462.90019
Ann. Oper. Res. 296, No. 1-2, 211-241 (2021); correction ibid. 332, No. 1-3, 1 (2024).
Stability analysis for set-valued equilibrium problems with applications to Browder variational inclusions. (English) Zbl 1466.90105
Optimization of blockchain investment portfolio under artificial bee colony algorithm. (English) Zbl 1457.91339
A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk. (English) Zbl 1492.91326
Bilevel optimization and variational analysis. (English) Zbl 1484.90115
Dempe, Stephan (ed.) et al., Bilevel optimization. Advances and next challenges. Cham: Springer. Springer Optim. Appl. 161, 197-226 (2020).
Reviewer: Alfred Göpfert (Leipzig)
MSC:
90C30
A second-order cone programming based robust data envelopment analysis model for the new-energy vehicle industry. (English) Zbl 1455.90024
On the stability of approximate solutions to set-valued equilibrium problems. (English) Zbl 1494.90115
Reviewer: Juan-Enrique Martínez-Legaz (Barcelona)
Optimality conditions for nonsmooth multiobjective bilevel optimization problems. (English) Zbl 1439.49027
Reviewer: Christian Clason (Graz)
On the construction of a feasible range of multidimensional poverty under benchmark weight uncertainty. (English) Zbl 1431.91149
A new defuzzification method for solving fuzzy mathematical programming problems. (English) Zbl 1471.90176
MSC:
90C70
Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection. (English) Zbl 1438.91139
Optimality conditions for vector optimization problem governed by the cone constrained generalized equations. (English) Zbl 1476.90301
Reviewer: Ernö Robert Csetnek (Wien)
Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments. (English) Zbl 1448.91274
Directionally generalized differentiation for multifunctions and applications to set-valued programming problems. (English) Zbl 1432.90140
Reviewer: Matthias Ehrgott (Lancaster)
Intuitionistic fuzzy multi-objective linear programming problem with various membership functions. (English) Zbl 1409.90176
Efficiency analysis of non-homogeneous parallel sub-unit systems for the performance measurement of higher education. (English) Zbl 1412.90073
MSC:
90B50
62-07
A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs. (English) Zbl 1411.91492
Levitin-Polyak well-posedness for strong bilevel vector equilibrium problems and applications to traffic network problems with equilibrium constraints. (English) Zbl 1402.49022
An approach to \(\epsilon\)-duality theorems for nonconvex semi-infinite multiobjective optimization problems. (English) Zbl 1401.90171
Fuzzy portfolio selection model with real features and different decision behaviors. (English) Zbl 1429.91292
A nonlinear interval portfolio selection model and its application in banks. (English) Zbl 1397.91566
Stability of solution mappings for parametric bilevel vector equilibrium problems. (English) Zbl 1433.49008
Multi objective mean-variance-skewness model with Burg’s entropy and fuzzy return for portfolio optimization. (English) Zbl 1391.90567
Sensitivity analysis of multiobjective optimization problems with parameterized quasi-variational inequalities. (English) Zbl 1390.49026
Fuzzy multi-period portfolio selection model with discounted transaction costs. (English) Zbl 1382.91086
Multi-period portfolio selection with dynamic risk/expected-return level under fuzzy random uncertainty. (English) Zbl 1431.91371
A taxonomy and review of the multi-objective fractional programming (MOFP) problems. (English) Zbl 1397.90343
Reliable portfolio selection problem in fuzzy environment: an \(m_\lambda\) measure based approach. (English) Zbl 1461.91272
A multistage stochastic programming framework for cardinality constrained portfolio optimization. (English) Zbl 1370.90150
Homotopy method for a class of multiobjective optimization problems with equilibrium constraints. (English) Zbl 1364.90421
An efficient dynamic model for solving a portfolio selection with uncertain chance constraint models. (English) Zbl 1358.91095
A survey on models and methods for solving fuzzy linear programming problems. (English) Zbl 1423.90282
Kahraman, Cengiz (ed.) et al., Fuzzy logic in its 50th year. New developments, directions and challenges. Cham: Springer. Stud. Fuzziness Soft Comput. 341, 327-368 (2016).
Nondifferentiable fractional semi-infinite multiobjective optimization problems. (English) Zbl 1408.90271
On strong KKT type sufficient optimality conditions for nonsmooth multiobjective semi-infinite mathematical programming problems with equilibrium constraints. (English) Zbl 1408.90276
Credibilistic mean-entropy models for multi-period portfolio selection with multi-choice aspiration levels. (English) Zbl 1396.91697
Robust fuzzy structural safety assessment using mathematical programming approach. (English) Zbl 1378.90094
Portfolio selection under higher moments using fuzzy multi-objective linear programming. (English) Zbl 1361.91057
Fuzzy portfolio selection including cardinality constraints and integer conditions. (English) Zbl 1343.90083
Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem. (English) Zbl 1400.90323
A new optimization model for project portfolio selection under interval-valued fuzzy environment. (English) Zbl 1390.90611
On constraint qualifications for multiobjective optimization problems with vanishing constraints. (English) Zbl 1354.90129
Xu, Honglei (ed.) et al., Optimization methods, theory and applications. Selected papers based on the presentations at the 9th international conference on optimization: techniques and applications, ICOTA 9, Taipei, Taiwan, December 12–16, 2013. Berlin: Springer (ISBN 978-3-662-47043-5/hbk; 978-3-662-47044-2/ebook). 95-135 (2015).
MSC:
90C29
Probabilistic analysis of an algorithm for the minimum spanning tree problem with diameter bounded below. (Russian, English) Zbl 1349.90711
Diskretn. Anal. Issled. Oper. 22, No. 4, 5-20 (2015); translation in J. Appl. Ind. Math. 9, No. 4, 480-488 (2015).
Multi-stage stochastic mean-semivariance-CVaR portfolio optimization under transaction costs. (English) Zbl 1338.91133
A cutting plane approach for solving linear bilevel programming problems. (English) Zbl 1350.90033
Thi, Hoai An Le (ed.) et al., Advanced computational methods for knowledge engineering. Proceedings of 3rd international conference on computer science, applied mathematics and applications – ICCSAMA 2015. Extended versions of papers, Metz, France, May 11–13, 2015. Cham: Springer (ISBN 978-3-319-17995-7/pbk; 978-3-319-17996-4/ebook). Advances in Intelligent Systems and Computing 358, 3-13 (2015).
Well-posedness for lexicographic vector quasiequilibrium problems with lexicographic equilibrium constraints. (English) Zbl 1384.90098
Some results in interval multiobjective linear programming for recognizing different solutions. (English) Zbl 1332.90254
First- and second-order optimality conditions for multiobjective fractional programming. (English) Zbl 1376.90058
Reviewer: Juan-Enrique Martínez-Legaz (Barcelona)
Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs. (English) Zbl 1437.91406
LP well-posedness for bilevel vector equilibrium and optimization problems with equilibrium constraints. (English) Zbl 1474.90461
Exact penalization and necessary optimality conditions for multiobjective optimization problems with equilibrium constraints. (English) Zbl 1474.90433
A novel method for solving linear programming problems with symmetric trapezoidal fuzzy numbers. (English) Zbl 1428.90190
Sensitivity analysis in interval-valued trapezoidal fuzzy number linear programming problems. (English) Zbl 1427.90308
Filter Results by …
Document Type
- Journal Articles (156)
- Collection Articles (7)
all
top 5
Author
- Mehlawat, Mukesh Kumar (9)
- Gupta, Pankaj (8)
- Kumar, Amit (8)
- Mordukhovich, Boris S. (8)
- Anh, Lam Quoc (6)
- Chen, Wei (5)
- Kaur, Amarpreet (5)
- Thai Doan Chuong (5)
- Zhang, Weiguo (5)
- Gadhi, Nazih Abderrazzak (4)
- Kim, Do Sang (4)
- Liu, Yongjun (4)
- Mishra, Shashi Kant (4)
- Mittal, Garima (4)
- Phan Quôc Khánh (4)
- Singh, Sanjeet (4)
- Gupta, Anila (3)
- Gupta, Shiv Kumar (3)
- Ren, Tiantian (3)
- Tavana, Madjid (3)
- Truong Quang Bao (3)
- Tung, Le Thanh (3)
- Tuyen, Nguyen Van (3)
- Xiao, Helu (3)
- Yadav, Shiv Prasad (3)
- Aggarwal, Abha (2)
- Bazine, M. (2)
- Bennani, Ahlem (2)
- Bhatia, Davinder (2)
- Dangar, Debasis (2)
- Deep, Kusum (2)
- Dempe, Stephan (2)
- Duoc, Pham Thanh (2)
- Ebrahimnejad, Ali (2)
- Huang, Xiaoxia (2)
- Hung, Nguyen Van (2)
- Laha, Vivek (2)
- Lee, Gue Myung (2)
- Ma, Hui (2)
- Meng, Fanyun (2)
- Naniewicz, Zdzisław (2)
- Pandey, Yogendra (2)
- Pang, Liping (2)
- Shiraz, Rashed Khanjani (2)
- Singh, Sujeet Kumar (2)
- Singh, Vinay Pratap (2)
- Son, Ta Quang (2)
- Tam, Tran Ngoc (2)
- Yang, Yiping (2)
- Zhou, Zhongbao (2)
- Abbasi, Behzad (1)
- Ahlatcioglu, Beyza (1)
- Ahmadi, Ardeshir (1)
- Aliahmadi, Alireza (1)
- An, D. T. V. (1)
- An, Qiuxian (1)
- Arasteh, Abdollah (1)
- Arsham, Hossein (1)
- Arutyunov, Aram Vladimirovic (1)
- Arya, Rubi (1)
- Bai, Manying (1)
- Bajaj, Aaishwarya (1)
- Bantaojai, Thanatporn (1)
- Bausys, Romualdas (1)
- Bermúdez, José D. (1)
- Bhati, Deepak (1)
- Bhatia, Neha (1)
- Biswal, Mahendra Prasad (1)
- Borza, Mojtaba (1)
- Calvo, Clara (1)
- Carmi, Paz (1)
- Castelão, Licínio (1)
- Chaitman-Yerushalmi, Lilach (1)
- Chaiyakan, Songkomkrit (1)
- Chakraborty, Bidushi J. (1)
- Chandra, Suresh (1)
- Chen, Enming (1)
- Chen, Lin (1)
- Chen, Sidou (1)
- Chen, Wei (1)
- Chen, Xin (1)
- Darvishi, Davood (1)
- Davari-Ardakani, Hamed (1)
- Deng, Xue (1)
- Deng, Yulin (1)
- Dhodiya, Jayesh M. (1)
- di Tollo, Giacomo (1)
- Du, Zhi-jiao (1)
- Durea, Marius (1)
- Edalatpanah, Seyed Ahmad (1)
- Farhadinia, Bahram (1)
- Feng, Yuan (1)
- Fleta-Asín, Jorge (1)
- Florencia, Rogelio (1)
- Forrest, Jeffrey Yi-Lin (1)
- Fukuyama, Hirofumi (1)
- Gao, Wei (1)
- Garg, Vanita (1)
- Gimadi, Edward Khairutdinovich (1)
- Golestani, Mohammad (1)
- and 170 more Authors
all
top 5
Serial
- Inf. Sci. (14)
- Ann. Oper. Res. (12)
- Optimization (11)
- J. Optim. Theory Appl. (8)
- Opsearch (5)
- Appl. Math. Modelling (5)
- Fuzzy Optim. Decis. Mak. (5)
- Optim. Lett. (5)
- J. Glob. Optim. (4)
- Eur. J. Oper. Res. (4)
- Positivity (4)
- Appl. Math. Comput. (3)
- Fuzzy Sets Syst. (3)
- J. Comput. Appl. Math. (3)
- Int. Trans. Oper. Res. (3)
- Abstr. Appl. Anal. (3)
- Soft Comput. (3)
- Arab. J. Sci. Eng. (3)
- Fuzzy Inf. Eng. (3)
- Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods (2)
- Numer. Funct. Anal. Optim. (2)
- Insur. Math. Econ. (2)
- Oper. Res. Lett. (2)
- Math. Probl. Eng. (2)
- J. Inequal. Appl. (2)
- J. Ind. Manag. Optim. (2)
- Asian-Eur. J. Math. (2)
- Set-Valued Var. Anal. (2)
- Int. J. Appl. Comput. Math. (2)
- INFOR: Inf. Syst. Oper. Res. (2)
- Comput. Math. Appl. (1)
- J. Math. Anal. Appl. (1)
- Physica A (1)
- J. Inf. Optim. Sci. (1)
- Math. Comput. Modelling (1)
- Japan J. Ind. Appl. Math. (1)
- Comput. Geom. (1)
- Math. Program. (1)
- Comput. Appl. Math. (1)
- Top (1)
- Taiwanese J. Math. (1)
- Math. Methods Oper. Res. (1)
- RAIRO, Oper. Res. (1)
- Int. J. Uncertain. Fuzziness Knowl.-Based Syst. (1)
- J. Syst. Sci. Complex. (1)
- J. Appl. Math. (1)
- OR Spectrum (1)
- J. Math. Model. Algorithms (1)
- J. Intell. Fuzzy Syst. (1)
- 4OR (1)
- Hacet. J. Math. Stat. (1)
- Comput. Manag. Sci. (1)
- Fixed Point Theory Appl. (1)
- Oper. Res., Int. J. (1)
- Algorithms (Basel) (1)
- Diskretn. Anal. Issled. Oper. (1)
- Oper. Res. Decis. (1)
- Croat. Oper. Res. Rev. (CRORR) (1)
- Numer. Algebra Control Optim. (1)
- Iran. J. Math. Sci. Inform. (1)
- J. Math. (1)
- J. Optim. (1)
- SN Oper. Res. Forum (1)
all
top 3
Software
- ABC (2)
- Optimization Toolbox (2)
- CONOPT (1)
- DDSIP (1)
- DEA (1)
- Decisi-o-rama (1)
- FLIP (1)
- GAMS (1)
- GSA (1)
- Genocop (1)
- Global Optimization Toolbox For Maple (1)
- IFLP (1)
- IPSSIS (1)
- Ipopt (1)
- LGO (1)
- LIBSVM (1)
- LINDO (1)
- LINGO (1)
- MOEA/D (1)
- MOLFP (1)
- Matlab (1)
- MutExMatSorting (1)
- NSGA-II (1)
- Portfolio Safeguard (1)
- QRM (1)
- ROME (1)
- WinGULF (1)
- WinQSB (1)
- alphaBB (1)
