شماره ركورد كنفرانس :
4079
عنوان مقاله :
A procedure for solving a fuzzy multiobjective portfolio selection problem
پديدآورندگان :
Azodi A a.azodi.62@gmail.com Shahrood University of Technology , Ghaznavi M ghaznavi@shahroodut.ac.ir Shahrood University of Technology , Ghiasi M mogshu@gmail.com Shahrood University of Technology
كليدواژه :
Fuzzy multiobjective optimization , Portfolio selection problem , Nearest interval approximation , Satisficing solution
عنوان كنفرانس :
چهل و هفتمين كنفرانس رياضي ايران
چكيده فارسي :
In this paper, we propose a new procedure to solve a fuzzy multiobjective portfolio selection problem. This procedure is based on the nearest interval approximation of operators for a fuzzy multiobjective programming problem. By using the Karush-Kuhn-Tucker optimality conditions, a satisficing solution for portfolio selection problem is presented
