## 抄録

This chapter considers various types of risk-management models based on the portfolio theory under some social uncertainty that received historical data includes ambiguity, and that they are assumed not to be constant. These models with uncertainty are represented many social problems such as assets allocation, logistics, scheduling, urban project problems, etc. However, since these problems with uncertainty are formulated as stochastic and fuzzy programming problems, it is difficult to solve them analytically in the sense of deterministic mathematical programming. Therefore, introducing possibility and necessity measures based on the fuzzy programming approach and considering the concept of risk-management based on the portfolio theory, main problems are transformed into the deterministic programming problems. Then, in order to solve the deterministic problems efficiently, the solution method is constructed.

本文言語 | English |
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ホスト出版物のタイトル | Intelligent Soft Computation and Evolving Data Mining |

ホスト出版物のサブタイトル | Integrating Advanced Technologies |

出版社 | IGI Global |

ページ | 123-146 |

ページ数 | 24 |

ISBN（印刷版） | 9781615207572 |

DOI | |

出版ステータス | Published - 2010 |

外部発表 | はい |

## ASJC Scopus subject areas

- Social Sciences(all)