Credibilistic Risk Optimization Models and Algorithms

Author

Wen Dong ; Peng, Jin

Author_Institution

Inst. of Uncertain Syst., Huanggang Normal Univ., Huanggang, China

Volume

1

fYear

2009

fDate

6-7 June 2009

Firstpage

378

Lastpage

381

Abstract

Risk optimization is a very important issue in decision making. In this paper, some credibilistic risk optimization models and algorithms are presented. Firstly, we recall some definitions and results of value-at-risk in credibilistic risk analysis. Secondly, we propose some risk optimization models by means of fuzzy programming, or more precisely, credibilistic programming. Thirdly, hybrid intelligent algorithms are designed to solve the proposed risk optimization models. Finally, some numerical examples are illustrated.

Keywords

credit transactions; decision making; fuzzy set theory; mathematical programming; credibilistic programming; credibilistic risk optimization models; decision making; fuzzy programming; hybrid intelligent algorithms; Bismuth; Chromium; Computational intelligence; Decision making; Mathematical model; Measurement standards; Portfolios; Reactive power; Risk analysis; Risk management; credibilistic value-at-risk; hybrid intelligent algorithm; risk analysis; risk optimization model;

fLanguage

English

Publisher

ieee

Conference_Titel

Computational Intelligence and Natural Computing, 2009. CINC '09. International Conference on

Conference_Location

Wuhan

Print_ISBN

978-0-7695-3645-3

Type

conf

DOI

10.1109/CINC.2009.81

Filename

5231107