Multicriteria Credibilistic Portfolio Rebalancing Problem with Fuzzy Chance-Constraint.
Pankaj GuptaGarima MittalMukesh Kumar MehlawatPublished in: SocProS (1) (2011)
Keyphrases
- group decision making
- goal programming
- fuzzy sets
- multi criteria
- multicriteria decision making
- fuzzy logic
- fuzzy set theory
- fuzzy numbers
- fuzzy random variables
- multiple criteria
- fuzzy controller
- soft computing
- membership functions
- multi attribute
- fuzzy rules
- decision problems
- fuzzy clustering
- fuzzy systems
- fuzzy neural network
- search tree
- stochastic dominance
- neural network
- global constraints
- mathematical programming
- linear constraints
- decision makers
- decision analysis
- portfolio selection
- relational databases
- fuzzy variable
- decision making