In this study, we consider the linearprogramming problem with the objective of the investment discounted value, where the interest rate is imprecise and has a triangular possibilistic distribution. An (crisp) auxilia...
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In this study, we consider the linearprogramming problem with the objective of the investment discounted value, where the interest rate is imprecise and has a triangular possibilistic distribution. An (crisp) auxiliary bi-objective linearprogramming model is proposed to resolve this possibilistic nature. Furthermore, we develop an extended Zimmermann approach, called augmented max-min approach, for solving this auxiliary bi-objective linearprogramming problem and other multiple objective linearprogramming problems. Finally, a numerical bank balance sheet problem, where interest rates, price of futures contract, loan demand, deposit supply and ratio of desired loan to deposit are assumed to be fuzzy, is solved for illustrating the new approach.
In practice, the unit costs/profits of new products or new projects, the lending and borrowing interest rates, and cash flows are always imprecise. We provide an auxiliary multiple objective linearprogramming model t...
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In practice, the unit costs/profits of new products or new projects, the lending and borrowing interest rates, and cash flows are always imprecise. We provide an auxiliary multiple objective linearprogramming model to solve a linearprogramming problem with imprecise objective and/or constraint coefficients. Our strategy is to maximize the most possible value of the imprecise profit. At the same time, we would like to minimize the risk of obtaining lower profit and maximize the possibility of obtaining higher profit. This strategy is equivalent to the practical considerations of financial problems. In this paper, a numeric investment problem is solved for illustrating the new approach.
The relative modalities defined by possibility, necessity, impossibility and contingency of fuzzy sets in modal semantics are investigated. Decision procedures based on the modal concept are introduced and classified ...
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The relative modalities defined by possibility, necessity, impossibility and contingency of fuzzy sets in modal semantics are investigated. Decision procedures based on the modal concept are introduced and classified into eight classes. The relation between each decision procedure and the attitude of the decision maker toward uncertainty is discussed. Lastly, possibilistic linear programming relying on these decision procedures is formulated and a solution algorithm is proposed. A numerical example is given.
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