Credibilistic Programming
An Introduction to Models and Applications
1st Edition
Published on 29. March 2013
IX, 144 pages
978-3-642-36376-4 (ISBN)
Description
It provides fuzzy programming approach to solve real-life decision problems in fuzzy environment. Within the framework of credibility theory, it provides a self-contained, comprehensive and up-to-date presentation of fuzzy programming models, algorithms and applications in portfolio analysis.
Reviews / Votes
From the reviews:
"This book summarizes the basic principles of credibilistic programming and its applications to fuzzy portfolio selection problems. . used as a textbook at the graduate level and also as a reference guide for mathematicians who are interested in credibility theory in a fuzzy environment." (R?bert Fullér, Mathematical Reviews, November, 2013)
"The author of this book explores a specialized fuzzy measure and its application for developing solutions to several optimization problems. . this book is inspirational and motivational. It is also a concise, well-written display of definitions, characterizations, and applications for real-life decision making." (Goran Trajkovski, Computing Reviews, August, 2013)More details
Other editions
Additional editions
Book
05/2015
Springer
€53.49
Shipment within 7-9 days
Book
04/2013
Springer
€53.49
Shipment within 7-9 days
Content
Preface.- Credibility Theory.- Credibilistic Programming.- Mathematical Programming.- Expected Value Model.- Chance-Constrained Programming.- Entropy Maximization Model.- Cross-Entropy Minimization Model.- Regret Minimization Model.
