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Possibilistic linear programming: a brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem

Fuzzy Sets and Systems · 2000 · Vol. 111(1) · pp. 3–28
Masahiro InuiguchiJaroslav Ramı́k
Optimization and Mathematical ProgrammingRisk and Portfolio OptimizationFuzzy Systems and OptimizationStochastic programmingFuzzy logicMathematical optimizationInductive programmingMathematicsLinear programmingSelection (genetic algorithm)Fuzzy transportationReactive programmingFractional programming
Citations
759
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38.67
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References
124
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100%
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References
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Mathematics of Computation · 1989 · 3,621 citations
Fuzzy sets as a basis for a theory of possibility
Fuzzy Sets and Systems · 1978 · 7,990 citations
Decision-Making in a Fuzzy Environment
Management Science · 1970 · 6,721 citations
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