期刊
FUZZY SETS AND SYSTEMS
卷 111, 期 1, 页码 3-28出版社
ELSEVIER
DOI: 10.1016/S0165-0114(98)00449-7
关键词
fuzzy mathematical programming; fuzzy constraint; fuzzy goal; possibility measure; necessity measure; simplex method; stochastic programming; portfolio selection
In this paper, we review some fuzzy linear programming methods and techniques from a practical point of view. In the first part, the general history and the approach of fuzzy mathematical programming are introduced. Using a numerical example, some models of fuzzy linear programming are described. In the second part of the paper, fuzzy mathematical programming approaches are compared to stochastic programming ones. The advantages and disadvantages of fuzzy mathematical programming approaches are exemplified in the setting of an optimal portfolio selection problem. Finally, some newly developed ideas and techniques in fuzzy mathematical programming are briefly reviewed. (C) 2000 Elsevier Science B.V. All rights reserved.
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