Paper Information

Journal:   MODERN RESEARCHES IN DECISION MAKING   SPRING 2016 , Volume 1 , Number 1; Page(s) 175 To 200.
 
Paper: 

DESIGNING OF DECISION MAKING MODEL IN UNCERTAINTY CONDITIONS

 
 
Author(s):  TOGHYANI ALIREZA, RAJABZADEH GHATARI ALI, AZAR ADEL
 
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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.

 
Keyword(s): LINEAR PROGRAMMING MODEL, DECISION VARIABLE, RANDOM UNCERTAINTY VARIABLE, SECOND CLASS UNCERTAINTY VARIABLE, SECOND CLASS UNCERTAINTY AND FULL UNCERTAIN LINEAR PROGRAMMING MODELS
 
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