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  • 标题:A robust optimization model for a decision-making problem: An application for stock market
  • 本地全文:下载
  • 作者:Massimiliano Ferrara ; Sepideh Rasouli ; Mehrnoosh Khademi
  • 期刊名称:Operations Research Perspectives
  • 印刷版ISSN:2214-7160
  • 电子版ISSN:2214-7160
  • 出版年度:2017
  • 卷号:4
  • 页码:136-141
  • DOI:10.1016/j.orp.2017.10.001
  • 语种:English
  • 出版社:Elsevier
  • 摘要:AbstractIn this paper we apply robust linear programming technique for multidimensional analysis of preference (LINMAP) method for a decision making problem. During the last two decades, many methods have been extensively used for decision making problems. However, there is no investigation among many existing studies where the uncertainty in data is possible. The robust LINMAP method with the assumption of uncertainty on parameters is implemented in the stock market in order to rank priorities of the stocks.
  • 关键词:KeywordsDecision makingRobust LINMAPStock
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