Acceptable optimality in linear fractional programming with fuzzy coefficients

Based on the specified grades of satisfaction, we propose two new concepts of (α, β)-acceptable optimal solution and (α, β)-acceptable optimal value of a fuzzy linear fractional programming problem with fuzzy coefficients, and develop a method to compute them. An example is provided to demonstrate the method.     

A New View on Fuzzy Hypermodules

We describe the relationship between the fuzzy sets and the algebraic hyperstructures. In fact, this paper is a continuation of the ideas presented by Davvaz in （Fuzzy Sets Syst., 117： 477- 484, 2001） and Bhakat and Das in （Fuzzy Sets Syst., 80： 359-368, 1996）. The concept of the quasicoincidence of a fuzzy interval value with an interval-valued fuzzy set is introduced and this is a natural generalization of the quasi-coincidence of a fuzzy point in fuzzy sets. By using this new idea, the concept of interval-valued （α,β）-fuzzy sub-hypermodules of a hypermodule is defined. This newly defined interval-valued （α,β）-fuzzy sub-hypermodule is a We shall study such fuzzy sub-hypermodules and sub-hypermodules of a hypermodule. generalization of the usual fuzzy sub-hypermodule. consider the implication-based interval-valued fuzzy     

Properties of Distortion Risk Measures

The current literature does not reach a consensus on which risk measures should be used in practice. Our objective is to give at least a partial solution to this problem. We study properties that a risk measure must satisfy to avoid inadequate portfolio selections. The properties that we propose for risk measures can help avoid the problems observed with popular measures, like Value at Risk (VaR _α ) or Conditional VaR _α (CVaR _α ). This leads to the definition of two new families: complete and adapted risk measures. Our focus is on risk measures generated by distortion functions. Two new properties are put forward for these: completeness, ensuring that the distortion risk measure uses all the information of the loss distribution, and adaptability, forcing the measure to use this information adequately. This research was partially funded by ^1,3 Welzia Management, SGIIC SA, RD Sistemas SA, Comunidad Autónoma de Madrid Grant s-0505/tic/000230, and MEyC Grant BEC2000-1388-C04-03 and by ² the Natural Sciences and Engineering Research Council of Canada (NSERC) Grant 36860-06.     

Note on generalized open sets

Characterizations of γ-open sets and locally γ-regular sets are given. We generalize some already established results and answer an open question by giving a characterization to γ-quasi-open sets.      

基于最大期望满意度与背景风险的模糊投资组合模型研究

模糊投资组合是不确定性理论研究的重要领域.然而,由于人的理性局限性,投资者在决策的过程中,可能不是追求理性的效用最大化,而是追求心理满意度的最大化;在金融市场中,投资者不仅面临市场风险,也需要承担由自身因素产生的背景风险.因此,提出了一个考虑背景风险等因素的最大期望满意度模型,该模型的目标是最大化投资组合收益与最小收益证券的差值;最后,以上海证券交易所180指数的十支证券构成的的投资组合为例,分析了此模型在分散投资风险与增加满意度方面的有效性.     

Redefined fuzzy B-algebras

By two relations belonging to and quasi-coincidence (q) between fuzzy points and fuzzy sets, we define the concept of (α, β)-fuzzy subalgebras where α, β are any two of with . We state and prove some theorems in (α, β)-fuzzy B-algebras.     

基于r维正态扩散的区域热带气旋灾害模糊风险分析

从1980-2008年影响广西的热带气旋灾情资料和地面观测资料中选取23组数据,构造灾情指数序列和致灾源指数序列.通过计算得到超越概率的灾害风险估计值.利用r维正态扩散将单值样本扩散为集值样本以构造原始信息矩阵,借助因素空间理论将其转化为模糊关系矩阵,通过模糊近似推理和模糊集重心的计算,得到以致灾源因子为输入样本近似估计灾情的风险值.然后用距离贴近度和择近原则进一步计算和分析致灾因子和承载体易损性的相关程度.最后,计算了各区域灾害的风险度,同时,给出供决策参考的热带气旋灾害风险度区划图.     

The practical research on flood risk analysis based on IIOSM and fuzzy α-cut technique

Flood disasters are one of the most common and destructive natural hazards all over the world. In this paper, improved interior-outer-set model (IIOSM) based on information diffusion theory is introduced in detail to assess flood risk in an effort to obtain accurate analytical results that represent the actual situation. Then fuzzy α-cut technique is applied to calculate the fuzzy expected values under the possibility–probability distribution (PPD) calculated by IIOSM. Taking the value of α throughout the interval (0, 1], we correspondingly get access to the conservative risk value (R_C) and venture risk value (R_V). Selection of α, R_C and R_V is dependent on present technical conditions and risk preference of different people. To illustrate the procedure of IIOSM and fuzzy α-cut technique, we employ them respectively to analyze the flood risk in Sanshui District, located in the center of Guangdong province in China. The results, such as risk value estimations, as well as fuzzy expected values, i.e. R_C and R_V under the given α-cut level, can reflect the flood risk quite accurately. The outcomes of this research based on IIOSM and fuzzy α-cut technique offer new insights to carry out an efficient way for various flood protection strategies.     

不同风险偏好下虚拟企业风险规划研究

针对虚拟企业风险规划问题,在分析其各种风险具有随机性的特点的基础上,运用随机规划理论,分别建立风险规划的期望值模型和机会约束规划模型来描述决策者在不同风险偏好下的决策行为。针对所建立的模型,分别设计了基于蒙特卡罗模拟的粒子群优化算法、遗传算法和蚁群算法对其进行求解。仿真分析表明期望值模型较好地描述了风险中性决策者的决策行为,机会约束规划模型随着其偏好系数取值的不同描述了不同风险偏好(风险厌恶、风险中性、风险爱好)决策者的决策行为。通过对三种算法仿真结果的比较分析,表明基于蒙特卡罗模拟的粒子群优化算法在寻优能力、稳定性和收敛速度等方面优于其余两种算法,是解决此类风险规划问题的有效手段。     

Fuzzy n-cell numbers and the differential of fuzzy n-cell number value mappings

In this paper, we give the definition of a special kind of n-dimension fuzzy numbers, fuzzy n-cell numbers, discuss their operations and representation theorems, define a complete metric on the fuzzy n-cell number space and prove that the metric is equivalent to the supremum metric derived by the Hausdorff metric between the level sets of the n-dimension fuzzy numbers, and obtain an embedding theorem of the fuzzy n-cell number space (isometrically embeds it into a concrete Banach space). We also consider the differential of the fuzzy mappings from an interval into the fuzzy n-cell number space by using the embedding theorem.     

Plateau of α-function and c-minimal homoclinic orbits

We consider the construction of the plateau of the α-function in a hyperbolic and positive definite Lagrangian system, and link the boundries of the α-function’s plateau with the distribution of c-minimal homoclinic orbits to Aubry sets.     

On the Riesz difference sequence space

In the present paper, we define the difference sequence space r ^q (p, Δ), which is defined as follows:

On fuzzy covering properties

The purpose of this paper is to introduce properties of the notion of α-compactness for fuzzy topological spaces. Moreover, α _c-compact spaces are introduced and properties of them are also discussed for fuzzy topological spaces.      

On Λ-generalized closed sets in topological spaces

We introduce new classes of sets called Λ _g -closed sets and Λ _g -open sets in topological spaces. We also investigate several properties of such sets. It turns out that Λ _g -closed sets and Λ _g -open sets are weaker forms of closed sets and open sets, respectively and stronger forms of g-closed sets and g-open sets, respectively. Dedicated to Professor Maximilian Ganster on the occasion of his 50th birthday     

On elongations of totally projective groups and <Emphasis Type="Italic">α</Emphasis>-<Emphasis Type="Italic">Σ</Emphasis>-groups

We prove that a special α-elongation of a totally projective group is an α-Σ-group if and only if it is a totally projective group. This parallels our recent result in [5].     

Higher order Lipschitz classes of functions and absolutely convergent Fourier series

We introduce the higher order Lipschitz classes Λ _r (α) and λ _r (α) of periodic functions by means of the rth order difference operator, where r = 1, 2, ..., and 0 < α ≦ r. We study the smoothness property of a function f with absolutely convergent Fourier series and give best possible sufficient conditions in terms of its Fourier coefficients in order that f belongs to one of the above classes. This research was supported by the Hungarian National Foundation for Scientific Research under Grant T 046 192.     

Ten years of the analytic perturbation theory in QCD

The renormalization group method allows improving the properties of the QCD perturbative power series in the ultraviolet region. But it ultimately leads to unphysical singularities of observables in the infrared domain. The analytic perturbation theory is the next step in improving the perturbative expansions. Specifically, it involves an additional analyticity requirement based on the causality principle and implemented in the Källen-Lehmann and Jost-Lehmann representations. This approach eliminates spurious singularities of the perturbative power series and enhances the stability of the series with respect to both higher-loop corrections and the choice of the renormalization scheme. This paper is an overview of the basic stages in developing the analytic perturbation theory in QCD, including its recent applications to describing hadronic processes.     

A Characterization of the Complement of a Hyperbolic Quadric in PG (3, q), for q Odd

The incidence structure NQ⁺(3, q) has points the points not on a non-degenerate hyperbolic quadric Q⁺(3, q) in PG(3, q), and its lines are the lines of PG(3, q) not containing a point of Q⁺(3, q). It is easy to show that NQ⁺(3, q) is a partial linear space of order (q, q(q−1)/2). If q is odd, then moreover NQ⁺(3, q) satisfies the property that for each non-incident point line pair (x,L), there are either (q−1)/2 or (q+1)/2 points incident with L that are collinear with x. A partial linear space of order (s, t) satisfying this property is called a ((q−1)/2,(q+1)/2)-geometry. In this paper, we will prove the following characterization of NQ⁺(3,q). Let S be a ((q−1)/2,(q+1)/2)-geometry fully embedded in PG(n, q), for q odd and q>3. Then S = NQ⁺(3, q).     

Fuzzy subgroups of nilpotent groups

In 1991, Asaad has suggested the following question: What can be said about the structure of a group G when information is known about the structure of a fuzzy subgroup A of G and vice-versa? This question has been partially investigated in Fuzzy Sets and Systems39 (1991) 323–328. The purpose of this paper is to continue more investigations for the above mentioned question.     

Characterizations and Extensions of Lipschitz-α Operators

In this work, we prove that a map F from a compact metric space K into a Banach space X over F is a Lipschitz-α operator if and only if for each σ in X^＊ the map σoF is a Lipschitz-α function on K. In the case that K = [a, b], we show that a map f from [a, b] into X is a Lipschitz-1 operator if and only if it is absolutely continuous and the map σ→ （σ o f）＇ is a bounded linear operator from X^＊ into L^∞（[a, b]）. When K is a compact subset of a finite interval （a, b） and 0 〈 α ≤ 1, we show that every Lipschitz-α operator f from K into X can be extended as a Lipschitz-α operator F from [a, b] into X with Lα（f） ≤ Lα（F） ≤ 3^1-α Lα（f）. A similar extension theorem for a little Lipschitz-α operator is also obtained.