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    政大機構典藏 > 理學院 > 應用數學系 > 期刊論文 >  Item 140.119/77986
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/77986


    Title: Investors’ preference order of fuzzy numbers
    Authors: Liu, Hsuan-Ku
    劉宣谷
    Wu, Berlin
    吳柏林
    Liu, Ming Long
    劉明郎
    Contributors: 應數系
    Keywords: Fuzzy ranking criterion;Fuzzy ranking procedure;Fuzzy numbers;Preference;Conservative investor
    Date: 2008-06
    Issue Date: 2015-08-24 16:00:43 (UTC+8)
    Abstract: Nowadays greater and greater realistic financial problems are modeled by using the stochastic programming in the fuzzy environment. Hence, ranking a set of fuzzy numbers that is consistent with the investors’ preference becomes important for modelling a realistic problem. In this paper, we will provide a new ranking procedure that is consistent with the preference of the conservative investors. Our ranking procedure satisfies the axioms of three order relations for the separable fuzzy numbers or the triangle fuzzy numbers. We found that our ranking procedure has a better capability of discriminating the order of two fuzzy numbers. For the LR-type fuzzy numbers, our ranking procedure reduces the computational time substantially.
    Relation: Computers & Mathematics with Applications, 55(11), 2623-2630
    Data Type: article
    DOI 連結: http://dx.doi.org/10.1016/j.camwa.2007.10.013
    DOI: 10.1016/j.camwa.2007.10.013
    Appears in Collections:[應用數學系] 期刊論文

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