Author
M.V. Rodrı́guez Urı́a
Bio: M.V. Rodrı́guez Urı́a is an academic researcher from University of Oviedo. The author has contributed to research in topics: Fuzzy number & Fuzzy classification. The author has an hindex of 6, co-authored 7 publications receiving 438 citations.
Papers
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TL;DR: A fuzzy G.P. approach is applied to the optimum portfolio for a private investor, taking into account three criteria: return, risk and liquidity, where the goals and the constraints are fuzzy.
272 citations
TL;DR: To formulate a fuzzy compromise programming problem from a possibilistic multiobjective linear programming problem the fuzzy ideal solution concept is introduced, based on soft preference and indifference relationships and on canonical representation of fuzzy numbers by means of their α-cuts.
112 citations
TL;DR: This paper proposes a method to solve a multiobjective linear programming problem involving fuzzy parameters (FP-MOLP), whose possibility distributions are given by fuzzy numbers, estimated from the information provided by the DM.
40 citations
TL;DR: Based on the sensibility analysis that is developed, it is shown that small changes in membership functions produce small differences on the DM's global satisfaction degree and on the efficient frontier and it is proved the goodness of subrogated functions.
12 citations
TL;DR: Two different models from the initial solution and based on Goal Programming are developed: an Interval Goal Programming Problem if the relation “as accurate as possible” based on the expected intervals of fuzzy numbers, and an ordinary Goal Programming based onThe expected values of the fuzzy numbers that defined the goals.
11 citations
Cited by
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TL;DR: This paper reviews theory and methodology that have been developed to cope with the complexity of optimization problems under uncertainty and discusses and contrast the classical recourse-based stochastic programming, robust stochastics programming, probabilistic (chance-constraint) programming, fuzzy programming, and stochastically dynamic programming.
1,145 citations
TL;DR: A bi-objective possibilistic mixed integer programming model to deal with closed-loop supply chain network design problems and an interactive fuzzy solution approach is developed by combining a number of efficient solution approaches from the recent literature.
450 citations
TL;DR: In this paper, the authors provide an in-depth presentation of the contributions of Multi-Criteria Decision Aid (MCDA) in the field of finance, focusing on the methods used and their real-world applications.
Abstract: Over the past decades the complexity of financial decisions has increased rapidly, thus highlighting the importance of developing and implementing sophisticated and efficient quantitative analysis techniques for supporting and aiding financial decision making. Multi-criteria decision aid (MCDA), an advanced field of operations research, provides financial decision makers (DMs) and analysts a wide range of methodologies, which are well suited to the complexity of financial decision problems. The aim of this paper is to provide an in-depth presentation of the contributions of MCDA in the field of finance, focusing on the methods used and their real-world applications. Copyright © 2003 John Wiley & Sons, Ltd.
283 citations
TL;DR: A mean-variance-skewness model is presented and the corresponding variations are also considered, and a genetic algorithm integrating fuzzy simulation is designed to solve the models.
280 citations
TL;DR: A fuzzy G.P. approach is applied to the optimum portfolio for a private investor, taking into account three criteria: return, risk and liquidity, where the goals and the constraints are fuzzy.
272 citations