Fuzzy decision theory based optimization of constrained portfolios using metaheuristics.
G. A. Vijayalakshmi PaiThierry MichelPublished in: FUZZ-IEEE (2013)
Keyphrases
- decision theory
- sugeno integral
- optimization problems
- utility function
- decision making
- expected utility
- decision theoretic
- concave convex procedure
- combinatorial optimization
- fuzzy logic
- optimization method
- game theory
- artificial intelligence
- optimal decisions
- probability theory
- optimization algorithm
- fuzzy sets
- robust optimization
- preference relations
- theoretical framework
- fuzzy rules
- decision analysis
- utility theory
- preference elicitation
- max min
- fuzzy set theory
- pattern recognition
- evolutionary algorithm
- globally optimal
- fuzzy numbers
- knowledge base
- sequence prediction
- bayesian networks
- data mining
- fuzzy integral
- choquet integral
- objective function
- multi attribute
- metaheuristic