Credibilistic Programming [electronic resource] : An Introduction to Models and Applications / by Xiang Li.
Material type: TextSeries: Uncertainty and Operations ResearchPublisher: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013Description: IX, 144 p. online resourceContent type:- text
- computer
- online resource
- 9783642363764
- 658.40301 23
- HD30.23
Preface -- Credibility Theory -- Credibilistic Programming -- Mathematical Programming -- Expected Value Model -- Chance-Constrained Programming -- Entropy Maximization Model -- Cross-Entropy Minimization Model -- Regret Minimization Model.
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.
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