A study on investment problem in chaos environment
Investment problem is one of the most important and interesting optimization problems. This problem becomes more difficult when we deal with it in an uncertain and vague environment with chaos data. This paper attempts to study the investment problem with uncertain return data. These data are repres...
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| Format: | Article |
| Language: | English |
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Ayandegan Institute of Higher Education, Iran
2019-09-01
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| Series: | Journal of Applied Research on Industrial Engineering |
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| Online Access: | http://www.journal-aprie.com/article_94011.html |
| _version_ | 1819293459242024960 |
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| author | Hamiden Khalifa |
| author_facet | Hamiden Khalifa |
| author_sort | Hamiden Khalifa |
| collection | DOAJ |
| description | Investment problem is one of the most important and interesting optimization problems. This problem becomes more difficult when we deal with it in an uncertain and vague environment with chaos data. This paper attempts to study the investment problem with uncertain return data. These data are represented as chaos numbers. Dynamic programming is applied to obtain the optimal policy and the corresponding best return. Finally, a numerical example is given to illustrate the utility, effectiveness, and applicability of the approach to the problem. |
| first_indexed | 2024-12-24T04:10:46Z |
| format | Article |
| id | doaj.art-19c5008eede441218636dd05290b318f |
| institution | Directory Open Access Journal |
| issn | 2538-5100 |
| language | English |
| last_indexed | 2024-12-24T04:10:46Z |
| publishDate | 2019-09-01 |
| publisher | Ayandegan Institute of Higher Education, Iran |
| record_format | Article |
| series | Journal of Applied Research on Industrial Engineering |
| spelling | doaj.art-19c5008eede441218636dd05290b318f2022-12-21T17:16:05ZengAyandegan Institute of Higher Education, IranJournal of Applied Research on Industrial Engineering2538-51002019-09-016317718310.22105/JARIE.2019.195913.1099A study on investment problem in chaos environmentHamiden Khalifa0Department of Operations Research, Faculty of Graduate Studies for Statistical Research, Cairo University, Giza, Egypt.Investment problem is one of the most important and interesting optimization problems. This problem becomes more difficult when we deal with it in an uncertain and vague environment with chaos data. This paper attempts to study the investment problem with uncertain return data. These data are represented as chaos numbers. Dynamic programming is applied to obtain the optimal policy and the corresponding best return. Finally, a numerical example is given to illustrate the utility, effectiveness, and applicability of the approach to the problem.http://www.journal-aprie.com/article_94011.htmlinvestment problemchaos numbersdynamic programmingoptimal policybest returnc |
| spellingShingle | Hamiden Khalifa A study on investment problem in chaos environment Journal of Applied Research on Industrial Engineering investment problem chaos numbers dynamic programming optimal policy best returnc |
| title | A study on investment problem in chaos environment |
| title_full | A study on investment problem in chaos environment |
| title_fullStr | A study on investment problem in chaos environment |
| title_full_unstemmed | A study on investment problem in chaos environment |
| title_short | A study on investment problem in chaos environment |
| title_sort | study on investment problem in chaos environment |
| topic | investment problem chaos numbers dynamic programming optimal policy best returnc |
| url | http://www.journal-aprie.com/article_94011.html |
| work_keys_str_mv | AT hamidenkhalifa astudyoninvestmentprobleminchaosenvironment AT hamidenkhalifa studyoninvestmentprobleminchaosenvironment |