• 제목/요약/키워드: Decision support system, Compromise solution, Possibility distribution, Possibility portfolio, Upper possibility distributions, Lower possibility distributions

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Compromise possibility portfolio selections

  • Tanaka, Hideo;Guo, Peijun
    • 한국지능시스템학회:학술대회논문집
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    • 한국퍼지및지능시스템학회 1998년도 The Third Asian Fuzzy Systems Symposium
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    • pp.659-662
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    • 1998
  • In this paper, lower and upper possibility distributions are identified to reflect two extreme opinions in portfolio selection problems based on upper and lower possibility distributions are formalized as quadratic programming problems. Portfolios for compromising two extreme opinions from upper and lower possibility distributions and balancing the opinions of a group of experts can be obtained by quadratic optimization problems, respectively.

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