A FUZZY OPTIMIZATION MODEL

作者：Popescu Costin Ciprian^*

来源：Economic Computation and Economic Cybernetics Studies and Research, 2014, 48(2): 201-213.

• fuzzy number
• possibilistic mean value
• quasi S shape fuzzy data
• portfolio optimization

A fuzzy optimization model, mainly aiming the portfolio selection issue, is discussed. Instead of being modeled as piecewise linear fuzzy numbers (triangular, trapezoidal etc.), the input data are presented as quasi S shape fuzzy numbers. In this framework some theoretical and numerical results are given.

• 出版日期2014