Linear programming with fuzzy random variable coefficients
Fuzzy Sets and Systems
On fuzzy random linear programming
Fuzzy Sets and Systems
Fuzziness and randomness in an optimization framework
Fuzzy Sets and Systems
On fuzzy stochastic optimization
Fuzzy Sets and Systems - Special issue on fuzzy optimization
Computers and Operations Research
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A class of fuzzy random optimization: expected value models
Information Sciences: an International Journal
Tabu search for fuzzy optimization and applications
Information Sciences—Informatics and Computer Science: An International Journal - Special issue: Informatics and computer science intelligent systems applications
On Generalized Linearity of Quadratic Fractional Functions
Journal of Global Optimization
Fuzzy random programming with equilibrium chance constraints
Information Sciences—Informatics and Computer Science: An International Journal
An approach to fuzzy multiattribute decision making under uncertainty
Information Sciences: an International Journal
Toward a generalized theory of uncertainty (GTU): an outline
Information Sciences—Informatics and Computer Science: An International Journal
Multicriteria Optimization
Algorithms of discrete optimization and their application to problems with fuzzy coefficients
Information Sciences: an International Journal
Asset portfolio optimization using fuzzy mathematical programming
Information Sciences: an International Journal
Information Sciences: an International Journal
Information Sciences: an International Journal
Application of fuzzy calculations for improving portfolio matrices
Information Sciences: an International Journal
A hybrid approach to asset allocation with simultaneous consideration of suitability and optimality
Information Sciences: an International Journal
A hybrid approach for constructing suitable and optimal portfolios
Expert Systems with Applications: An International Journal
Interactive multiobjective fuzzy random programming through the level set-based probability model
Information Sciences: an International Journal
The use of possibility theory in the definition of fuzzy Pareto-optimality
Fuzzy Optimization and Decision Making
Robust shortest path problem based on a confidence interval in fuzzy bicriteria decision making
Information Sciences: an International Journal
Some new results on value ranges of risks for mean-variance portfolio models
Information Sciences: an International Journal
Information Sciences: an International Journal
Information Sciences: an International Journal
Conditional value at risk methodology under fuzzy-stochastic approach
ICIC'13 Proceedings of the 9th international conference on Intelligent Computing Theories
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In this paper, a multiobjective quadratic programming problem fuzzy random coefficients matrix in the objectives and constraints and the decision vector are fuzzy variables is considered. First, we show that the efficient solutions fuzzy quadratic multiobjective programming problems series-optimal-solutions of relative scalar fuzzy quadratic programming. Some theorems are to find an optimal solution of the relative scalar quadratic multiobjective programming with fuzzy coefficients, having decision vectors as fuzzy variables. An application fuzzy portfolio optimization problem as a convex quadratic programming approach is discussed and an acceptable solution to such problem is given. At the end, numerical examples are illustrated in the support of the obtained results.