Abstract: In this paper, we propose two kinds of fuzzy approaches to obtain a satisfactory solution for multiobjective stochastic linear programming problems, in which the criteria of probability ...

Abstract: There is no doubt that portfolio selection problems play an important role in finance, which recommend valuable choices among various investment strategies. In our study, we consider the ...

ABSTRACT: In this paper, we propose a novel approach for Fuzzy random-valued Optimization. The main idea behind our approach consists of taking advantage of interplays between fuzzy random variables ...

We consider optimal consumption and (strategic) asset allocation of an investor with uncertain lifetime. The problem is solved using a multi-stage stochastic linear programming (SLP) model to ...

Examining real-world challenges reveals that there are numerous approaches to guiding a problem toward a solution. Some methods may be intricate, while others could be straightforward. The ...

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