A Multi-period Fuzzy Portfolio Optimization Model with Short Selling Constraints.
Xingyu YangSidou ChenWeilong LiuYong ZhangPublished in: Int. J. Fuzzy Syst. (2022)
Keyphrases
- optimization model
- multi period
- production planning
- optimization process
- fuzzy logic
- planning horizon
- fuzzy sets
- facility location problem
- routing problem
- decision making
- multi item
- total cost
- fuzzy numbers
- lot sizing
- data envelopment analysis
- constraint satisfaction
- linear program
- graphical models
- simulated annealing
- mixed integer
- production cost