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政大機構典藏 > 理學院 > 應用數學系 > 期刊論文 > Item 140.119/77986

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題名:	Investors’ preference order of fuzzy numbers
作者:	Liu, Hsuan-Ku 劉宣谷 Wu, Berlin 吳柏林 Liu, Ming Long 劉明郎
貢獻者:	應數系
關鍵詞:	Fuzzy ranking criterion;Fuzzy ranking procedure;Fuzzy numbers;Preference;Conservative investor
日期:	2008-06
上傳時間:	2015-08-24 16:00:43 (UTC+8)
摘要:	Nowadays greater and greater realistic financial problems are modeled by using the stochastic programming in the fuzzy environment. Hence, ranking a set of fuzzy numbers that is consistent with the investors’ preference becomes important for modelling a realistic problem. In this paper, we will provide a new ranking procedure that is consistent with the preference of the conservative investors. Our ranking procedure satisfies the axioms of three order relations for the separable fuzzy numbers or the triangle fuzzy numbers. We found that our ranking procedure has a better capability of discriminating the order of two fuzzy numbers. For the LR-type fuzzy numbers, our ranking procedure reduces the computational time substantially.
關聯:	Computers & Mathematics with Applications, 55(11), 2623-2630
資料類型:	article
DOI 連結:	http://dx.doi.org/10.1016/j.camwa.2007.10.013
DOI:	10.1016/j.camwa.2007.10.013
顯示於類別:	[應用數學系] 期刊論文

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檔案	描述	大小	格式	瀏覽次數
2623-2630.pdf		321Kb	Adobe PDF2	871	檢視/開啟

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