Abstract
In the article the approach to optimization with fuzzy random data from the general methodological positions of uncertainty measure theory is developed. The corresponding principles and models of decision making are formulated. Applications of the approach to portfolio selection problem are considered.
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Yazenin, A. (2008). Methods of Possibilistic Optimization with Applications. In: Forging New Frontiers: Fuzzy Pioneers II. Studies in Fuzziness and Soft Computing, vol 218. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-73185-6_20
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DOI: https://doi.org/10.1007/978-3-540-73185-6_20
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-73184-9
Online ISBN: 978-3-540-73185-6
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