Credibilistic Programming: An Introduction to Models and Applications

by Xiang Li

Overview

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.

Product Details

ISBN-13:	9783642427176
Publisher:	Springer Berlin Heidelberg
Publication date:	05/20/2015
Series:	Uncertainty and Operations Research
Edition description:	2013
Pages:	144
Product dimensions:	6.10(w) x 9.25(h) x 0.01(d)

Table of Contents

Preface.- Credibility Theory.- Credibilistic Programming.- Mathematical Programming.- Expected Value Model.- Chance-Constrained Programming.- Entropy Maximization Model.- Cross-Entropy Minimization Model.- Regret Minimization Model.

Editorial Reviews

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.” (Rόbert 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)

From the Publisher