Title :
Credibilistic Risk Optimization Models and Algorithms
Author :
Wen Dong ; Peng, Jin
Author_Institution :
Inst. of Uncertain Syst., Huanggang Normal Univ., Huanggang, China
Abstract :
Risk optimization is a very important issue in decision making. In this paper, some credibilistic risk optimization models and algorithms are presented. Firstly, we recall some definitions and results of value-at-risk in credibilistic risk analysis. Secondly, we propose some risk optimization models by means of fuzzy programming, or more precisely, credibilistic programming. Thirdly, hybrid intelligent algorithms are designed to solve the proposed risk optimization models. Finally, some numerical examples are illustrated.
Keywords :
credit transactions; decision making; fuzzy set theory; mathematical programming; credibilistic programming; credibilistic risk optimization models; decision making; fuzzy programming; hybrid intelligent algorithms; Bismuth; Chromium; Computational intelligence; Decision making; Mathematical model; Measurement standards; Portfolios; Reactive power; Risk analysis; Risk management; credibilistic value-at-risk; hybrid intelligent algorithm; risk analysis; risk optimization model;
Conference_Titel :
Computational Intelligence and Natural Computing, 2009. CINC '09. International Conference on
Conference_Location :
Wuhan
Print_ISBN :
978-0-7695-3645-3
DOI :
10.1109/CINC.2009.81
