Multiple satisfaction levels Optimization in portfolio decision analysis under an uncertain condition with fuzzy

  • سال انتشار: 1398
  • محل انتشار: شانزدهمین کنفرانس بین المللی مهندسی صنایع
  • کد COI اختصاصی: IIEC16_203
  • زبان مقاله: انگلیسی
  • تعداد مشاهده: 651
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نویسندگان

maryam Delshad Sisi

Master Student Department of industrial engineering Science and research branch Islamic Azad University

emran Mohammadi

Assistant professor,School of industrial engineering, Iran University of Science & Technology

amir Azizi

Assistant professor Department of industrial engineering Science and research branch, Islamic Azad University

چکیده

Portfolio decision problem play an important role in economic society, where a set of projects has to be selected considering multiple evaluation criteria and limited resources like available budget.All proposed solutions are for decisive circumstances, but in real world nothing is absolute. The purpose of this study is to fix a fuzzy number of reference levels for each criterion corresponding to the qualitative satisfaction degrees. The number of projects entering a portfolio and attaining these levels becomes an objective to be maximized. To solve this formulated multi-objective optimization problem, a Dominance-based Rough Set Approach (DRSA) presented as general framework for incomplete fuzzy information systems. Then dominancebased rough approximations is presented by the rough fuzzy technique. The results shows that using DRSA permits to progressively focus the search on the part of the nondominated portfolios that satisfy the DM1’s priorities in the best way. The result also indicated that the use of a common software tool together with the right access to processing allows managers to make better decisions for the effective future allocation of resources over the selected project portfolio.

کلیدواژه ها

Portfolio decision analysis, Dominance-based rough set approach, Project portfolio optimization,Fuzzy, Uncertainty

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