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In this paper, we firstly discuss some properties with respect to the credibility constraints. After that, we construct a new class of fuzzy generalized assignment problem with credibility constraints, in which the cost and time are uncertain and assumed to be characterized by fuzzy variables with known possibility distributions. The problem is a very changeable combinational optimization and it is...
In this paper, we study buy back contract in a supply chain with fuzzy demand, where it is assumed that the supply chain includes one supplier and one retailer. Under such a contract, the supplier offers a wholesale price for each unit ordered and a buy back price for each unsold unit. We address the conditions of contract coordinating the supply chain in this situation and present the optimal order...
This paper introduces a type of mean-variance model for portfolio selection problem, in which the security returns are assumed to be fuzzy variables. To solve the portfolio problem, this paper applies the variance formulas to the proposed model so that the original optimization problem can be reduced to the deterministic one, which can be solved by applying Kuhn-Tucker (K-T) conditions. A numerical...
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