求解完全中立型线性规划问题及其在股票投资组合选择中的应用

IF 0.5 Q4 ECONOMICS

Croatian Operational Research Review Pub Date : 2020-12-18 DOI:10.17535/crorr.2020.0014

H. A. Khalifa, Pavan Kumar

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引用次数: 12

摘要

Neutrosophic集被认为是脆集、模糊集和直觉模糊集的广义集合，用于表示关于现实世界问题的不确定性、不一致性和不完全知识。本文提出并求解了一个具有单值梯形中子数的中子线性规划问题。提出了一种基于分数函数的求解完全中立型线性规划（FNLP）问题的中立型最优解的新方法。这种方法比线性规划问题更灵活，在线性规划问题中，它允许决策者选择他愿意接受的偏好。介绍了一个股票投资组合问题作为应用。并通过算例说明了该方法的实用性和实用性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Solving fully neutrosophic linear programming problem with application to stock portfolio selection

Neutrosophic set is considered as a generalized of crisp set, fuzzy set, and intuitionistic fuzzy set for representing the uncertainty, inconsistency, and incomplete knowledge about the real world problems. In this paper, a neutrosophic linear programming (NLP) problem with single-valued trapezoidal neutrosophic numbers is formulated and solved. A new method based on the so-called score function to find the neutrosophic optimal solution of fully neutrosophic linear programming (FNLP) problem is proposed. This method is more flexible than the linear programming (LP) problem, where it allows the decision maker to choose the preference he is willing to take. A stock portfolio problem is introduced as an application. Also, a numerical example is given to illustrate the utility and practically of the method.

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来源期刊

Croatian Operational Research Review ECONOMICS-

CiteScore

1.40

自引率

0.00%

发文量

审稿时长

22 weeks

期刊介绍： Croatian Operational Research Review (CRORR) is the journal which publishes original scientific papers from the area of operational research. The purpose is to publish papers from various aspects of operational research (OR) with the aim of presenting scientific ideas that will contribute both to theoretical development and practical application of OR. The scope of the journal covers the following subject areas: linear and non-linear programming, integer programing, combinatorial and discrete optimization, multi-objective programming, stohastic models and optimization, scheduling, macroeconomics, economic theory, game theory, statistics and econometrics, marketing and data analysis, information and decision support systems, banking, finance, insurance, environment, energy, health, neural networks and fuzzy systems, control theory, simulation, practical OR and applications. The audience includes both researchers and practitioners from the area of operations research, applied mathematics, statistics, econometrics, intelligent methods, simulation, and other areas included in the above list of topics. The journal has an international board of editors, consisting of more than 30 editors – university professors from Croatia, Slovenia, USA, Italy, Germany, Austria and other coutries.