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The Research On EOQ And Portfolio Model Under The Uncertainty Environment

Posted on:2015-01-04Degree:MasterType:Thesis
Country:ChinaCandidate:W J TianFull Text:PDF
GTID:2250330428973669Subject:Operational Research and Cybernetics
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Uncertainty theory includes randomness, fuzziness, roughness, multiple uncertainty andother forms. Uncertain problems are frequently encountered in practical applications. Thereforeuncertainty theory has a widespread application in many fields, In especial, it is widely used inoptimization models. This paper studies the EOQ model in fuzzy environment. In this paper wepropose a mean-variance-skewness portfolio optimization model under the uncertain variables.The main results for this study are as follows:1. EOQ models are studied with the rate of deterioration under the fuzzy environment.Suppose that the rate of deterioration is constant. Stock cost per unit quantity per unit time,Order cost for each cycle, and purchase price for each cycle as fuzzy variables. The EOQ modelis discussed respectively with the purchase price for each cycle is unchanged, and it growsexponentially over time. The results were verified by example.2. EOQ model are studied with the two phase inventory impact sales under the fuzzyenvironment. Under the condition of two phases inventory affect sales, Stock cost per unitquantity per unit time, Order cost for each cycle, and purchase price for each cycle as fuzzyvariables. The EOQ model is discussed respectively with the purchase price for each cycle isunchanged, and it grows exponentially over time. The results were verified by example.3. We used uncertain variables to describe return on investment of subjective assessment,the definition of the skewness is given under the uncertain variables. the optimized portfoliomodel with mean-semi-variance-skewness is developed under the uncertain variables. Thevalidity of the model with an instance is proved.
Keywords/Search Tags:Fuzzy variables, Uncertain variables, EOQ model, Skewness, portfolio
PDF Full Text Request
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