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Information Journal Paper

Title

DESIGNING OF DECISION MAKING MODEL IN UNCERTAINTY CONDITIONS

Pages

  175-200

Abstract

 In this article, we will review and compare all defined kinds of variables in modeling section of operations research process. Since in real world, problems related to managerial decision makings because of humanities and complex factors like social, psychological, economical, political and etc, have high degree of uncertainty. It seems that available kinds of variables in literature are unable to explain all possible states of real conditions; so we will introduce new variables such as second class random variable, RANDOM UNCERTAINTY VARIABLE, uncertainty fuzzy variable, fuzzy uncertainty variable and SECOND CLASS UNCERTAINTY VARIABLE. Also, we will propose generalization of different combinations of variables to higher levels. Then, in base of SECOND CLASS UNCERTAINTY VARIABLE, we will provide new versions of LINEAR PROGRAMMING MODEL titled second class uncertainty and full uncertain LINEAR PROGRAMMING MODELs. In continue, we will present a numerical example from uncertain portfolio selection problem to verify proposed model. After that uncertain optimal solutions will attain by disciplined convex programming software.

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  • Cite

    APA: Copy

    TOGHYANI, ALIREZA, RAJABZADEH GHATARI, ALI, & AZAR, ADEL. (2016). DESIGNING OF DECISION MAKING MODEL IN UNCERTAINTY CONDITIONS. MODERN RESEARCHES IN DECISION MAKING, 1(1), 175-200. SID. https://sid.ir/paper/257886/en

    Vancouver: Copy

    TOGHYANI ALIREZA, RAJABZADEH GHATARI ALI, AZAR ADEL. DESIGNING OF DECISION MAKING MODEL IN UNCERTAINTY CONDITIONS. MODERN RESEARCHES IN DECISION MAKING[Internet]. 2016;1(1):175-200. Available from: https://sid.ir/paper/257886/en

    IEEE: Copy

    ALIREZA TOGHYANI, ALI RAJABZADEH GHATARI, and ADEL AZAR, “DESIGNING OF DECISION MAKING MODEL IN UNCERTAINTY CONDITIONS,” MODERN RESEARCHES IN DECISION MAKING, vol. 1, no. 1, pp. 175–200, 2016, [Online]. Available: https://sid.ir/paper/257886/en

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