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This paper is concerned with portfolio selection problem using a fuzzy stochastic price scenario. In this scenario, a ratio factor (k) is calculated from the historical data to generated the future price of the stocks of Bombay Stock Exchange. The ratio factor k of different stocks are treated as a fuzzy numbers, which in turn gives future fuzzy prices of the stocks. Returns on the stocks are calculated...
This paper is concerned with the solution procedure of a multi-objective transportation problem with fuzzy stochastic simulation based genetic algorithm. Supplies and demands are considered as a fuzzy random variables with fuzzy means and fuzzy variances in proposed multi-objective fuzzy stochastic transportation problem. The first step in fuzzy simulation based genetic algorithm is to deal with aspiration...
This paper is concerned with multi-objective fuzzy stochastic model for determination of optimum cropping patterns with water balance for the next crop season. The objective functions of the model is to study the effect of various cropping patterns on crop production subject to total water supply in a small farm. The decision variables are the cultivated area of different crops at the farm. The water...
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