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A Goal Programming Model for Optimal Portfolio Diversification
Set-valued risk measure portfolio optimization multi-criteria optimization goal programming
2012/3/2
We present a goal programming model for risk minimization of a financial portfolio managed by an agent subject to different possible criteria. We extend the classical risk minimization model with scal...
Quota Allocation to Distributors of the Supply Chain under Distributors’Uncertainty and Demand Uncertainty by Using Fuzzy Goal Programming
Normal continuous distribution Linear membership function Fuzzy goal programming
2010/1/15
The supply chain consists of multiple components including suppliers, manufacturing centers, and distributors. The decision-making on quota allocation to distributors under Distributors’ uncertainty a...