Fuzzy arithmetic with requisite constraints
Fuzzy Sets and Systems - Special issue: fuzzy arithmetic
Chance constrained programming with fuzzy parameters
Fuzzy Sets and Systems
Fuzzy Sets and Systems
Theory and Practice of Uncertain Programming
Theory and Practice of Uncertain Programming
Fuzzy modeling of manufacturing and logistic systems
Mathematics and Computers in Simulation
Proceedings of the 35th conference on Winter simulation: driving innovation
A survey of credibility theory
Fuzzy Optimization and Decision Making
Conversion of probabilistic information into fuzzy sets for engineering decision analysis
Computers and Structures
Information Sciences: an International Journal
Expected value of fuzzy variable and fuzzy expected value models
IEEE Transactions on Fuzzy Systems
Optimal project selection when borrowing and lending rates differ
Mathematical and Computer Modelling: An International Journal
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This paper presents a new method for selection of efficient portfolios in a situation where parameters in the calculation of effectiveness are expressed in form of interactive fuzzy numbers and probability distribution. Fuzzy simulations are used for performing arithmetic operations on interactive fuzzy numbers. The process of selecting investment projects takes into account statistical and economic dependencies of projects. The paper contains comparison of results obtained in selection of efficient portfolios of investment projects in a situation where parameters in calculation of effectiveness were expressed in form of interactive fuzzy numbers or probability distributions.