메뉴 건너뛰기




Volumn 7, Issue 4, 2008, Pages 589-610

A λ-cut approximate algorithm for goal-based bilevel risk management systems

Author keywords

Bilevel decision making; Fuzzy sets; Goal programming; Optimization; Risk management

Indexed keywords


EID: 58149265211     PISSN: 02196220     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219622008003113     Document Type: Conference Paper
Times cited : (10)

References (30)
  • 1
    • 0019608634 scopus 로고
    • A representation and economic interpretation of a two-level programming problem
    • J. Amat and B. McCarl, A representation and economic interpretation of a two-level programming problem, J. Oper. Res. Soc. 32 (1981) 783-792.
    • (1981) J. Oper. Res. Soc , vol.32 , pp. 783-792
    • Amat, J.1    McCarl, B.2
  • 3
    • 0019912208 scopus 로고
    • A linear two-level programming problem
    • W. Candler and R. Townsley, A linear two-level programming problem, Compu. Oper. Res. 9 (1982) 59-76.
    • (1982) Compu. Oper. Res , vol.9 , pp. 59-76
    • Candler, W.1    Townsley, R.2
  • 5
    • 85024556804 scopus 로고
    • Goal programming and multiple objective optimizations
    • A. Charnes and W. W. Cooper, Goal programming and multiple objective optimizations, Eur. J. Oper. Res. 1 (1977) 39-54.
    • (1977) Eur. J. Oper. Res , vol.1 , pp. 39-54
    • Charnes, A.1    Cooper, W.W.2
  • 6
    • 55249114706 scopus 로고    scopus 로고
    • Bi-level and multi-objective model to control traffic flow into the disaster area post earthquake
    • C. Feng and C. Wen, Bi-level and multi-objective model to control traffic flow into the disaster area post earthquake, J. Eastern Asia Soc. Transport. Studies 6 (2005) 4253-4268.
    • (2005) J. Eastern Asia Soc. Transport. Studies , vol.6 , pp. 4253-4268
    • Feng, C.1    Wen, C.2
  • 8
    • 55249113990 scopus 로고    scopus 로고
    • A λ-cut approximate approach to supporting fuzzy goal based bilevel decision making in risk management
    • Atlantis Press
    • Y. Gao, G. Zhang, J. Lu and X. Zeng, A λ-cut approximate approach to supporting fuzzy goal based bilevel decision making in risk management, in The First Int. Conf. Risk Analysis and Crisis Response (Atlantis Press, 2007), pp. 132-137.
    • (2007) The First Int. Conf. Risk Analysis and Crisis Response , pp. 132-137
    • Gao, Y.1    Zhang, G.2    Lu, J.3    Zeng, X.4
  • 9
    • 0034186850 scopus 로고    scopus 로고
    • Strategic gaming analysis for electric power system: An mpec approach
    • B. F. Hobbs, B. Metzler and J. S. Pang, Strategic gaming analysis for electric power system: An mpec approach, IEEE Trans. Power System 15 (2000) 637-645.
    • (2000) IEEE Trans. Power System , vol.15 , pp. 637-645
    • Hobbs, B.F.1    Metzler, B.2    Pang, J.S.3
  • 10
    • 33750009592 scopus 로고    scopus 로고
    • A fuzzy goal programming approach to multi-objective optimization problem with priorities
    • C. Hu, C. Teng and S. Li, A fuzzy goal programming approach to multi-objective optimization problem with priorities, Eur. J. Oper. Res. 176(3) (2007) 1319-1333.
    • (2007) Eur. J. Oper. Res , vol.176 , Issue.3 , pp. 1319-1333
    • Hu, C.1    Teng, C.2    Li, S.3
  • 12
    • 0020930465 scopus 로고
    • Generalized goal programming: An overview
    • J. P. Ignizio, Generalized goal programming: An overview, Comp. Oper. Res. 10 (1983) 277-289.
    • (1983) Comp. Oper. Res , vol.10 , pp. 277-289
    • Ignizio, J.P.1
  • 13
    • 0001801507 scopus 로고    scopus 로고
    • Hierarchical optimization: A satisfactory solution
    • Y. Lai, Hierarchical optimization: A satisfactory solution, Fuzzy Sets Syst. 77 (1996) 321-335.
    • (1996) Fuzzy Sets Syst , vol.77 , pp. 321-335
    • Lai, Y.1
  • 15
    • 33746261710 scopus 로고    scopus 로고
    • Receding horizon fuzzy optimization under local information environment with a case study
    • S. Li, H. Wu and Y. Yang, Receding horizon fuzzy optimization under local information environment with a case study, Int. J. Inform. Technol. Decision Making 3(1) (2004) 109-127.
    • (2004) Int. J. Inform. Technol. Decision Making , vol.3 , Issue.1 , pp. 109-127
    • Li, S.1    Wu, H.2    Yang, Y.3
  • 16
    • 34250809600 scopus 로고    scopus 로고
    • Model and extended Kuhn-Tucker approach for bilevel multi-follower decision making in a referential- uncooperative situation
    • J. Lu, C. Shi, G. Zhang and T. Dillon, Model and extended Kuhn-Tucker approach for bilevel multi-follower decision making in a referential- uncooperative situation, Int. J. Global Optimization 38(4) (2007) 597-608.
    • (2007) Int. J. Global Optimization , vol.38 , Issue.4 , pp. 597-608
    • Lu, J.1    Shi, C.2    Zhang, G.3    Dillon, T.4
  • 17
    • 33645035368 scopus 로고    scopus 로고
    • On bilevel multi-follower decision making: General framework and solutions
    • J. Lu, G. Shi and G. Zhang, On bilevel multi-follower decision making: General framework and solutions, Inform. Sci. 176(11) (2006) 1607-1627.
    • (2006) Inform. Sci , vol.176 , Issue.11 , pp. 1607-1627
    • Lu, J.1    Shi, G.2    Zhang, G.3
  • 18
    • 33847403589 scopus 로고    scopus 로고
    • On generalized fuzzy goal optimization for solving fuzzy multi-objective linear programming problems
    • J. Lu, F. Wu and G. Zhang, On generalized fuzzy goal optimization for solving fuzzy multi-objective linear programming problems, J. Intell. Fuzzy Syst. 18(1) (2007) 83-97.
    • (2007) J. Intell. Fuzzy Syst , vol.18 , Issue.1 , pp. 83-97
    • Lu, J.1    Wu, F.2    Zhang, G.3
  • 19
    • 33749552681 scopus 로고    scopus 로고
    • Fuzzy goal programming approach to multilevel programming problems
    • S. Pramanik and T. K. Roy, Fuzzy goal programming approach to multilevel programming problems, Eur. J. Oper. Res. 176(2) (2007) 1151-1166.
    • (2007) Eur. J. Oper. Res , vol.176 , Issue.2 , pp. 1151-1166
    • Pramanik, S.1    Roy, T.K.2
  • 20
    • 26844444224 scopus 로고    scopus 로고
    • An iterative goal programming approach for solving fuzzy multiobjective integer linear programming problems
    • O. M. Saad, An iterative goal programming approach for solving fuzzy multiobjective integer linear programming problems, Appl. Math. Comput. 170(1) (2005) 216-225.
    • (2005) Appl. Math. Comput , vol.170 , Issue.1 , pp. 216-225
    • Saad, O.M.1
  • 22
    • 0002912151 scopus 로고    scopus 로고
    • Interactive fuzzy programming for multilevel linear programming problems with fuzzy parameters
    • M. Sakawa, I. Nishizaki and Y. Uemura, Interactive fuzzy programming for multilevel linear programming problems with fuzzy parameters, Fuzzy Sets Syst. 109 (2000) 3-19.
    • (2000) Fuzzy Sets Syst , vol.109 , pp. 3-19
    • Sakawa, M.1    Nishizaki, I.2    Uemura, Y.3
  • 23
    • 10444259744 scopus 로고    scopus 로고
    • An extended Kuhn-Tucker approach for linear bilevel programming
    • C. Shi, J. Lu and G. Zhang, An extended Kuhn-Tucker approach for linear bilevel programming, Appl. Math. Comp. 162 (2005) 51-63.
    • (2005) Appl. Math. Comp , vol.162 , pp. 51-63
    • Shi, C.1    Lu, J.2    Zhang, G.3
  • 24
    • 0003090785 scopus 로고    scopus 로고
    • Fuzzy approach for multi-level programming problems
    • H. S. Shih, Y. J. Lai and E. S. Lee, Fuzzy approach for multi-level programming problems, Comp. Oper. Res. 23 (1996) 73-91.
    • (1996) Comp. Oper. Res , vol.23 , pp. 73-91
    • Shih, H.S.1    Lai, Y.J.2    Lee, E.S.3
  • 26
    • 8744257268 scopus 로고    scopus 로고
    • Risk management and derivatives
    • Tech. Rep, Thomson South-Western, Mason, Ohio
    • R., Stulz, Risk management and derivatives, Tech. Rep. (Thomson South-Western, Mason, Ohio, 2003).
    • (2003)
    • Stulz, R.1
  • 27
    • 33746185651 scopus 로고    scopus 로고
    • Ranking fuzzy number based on lexicographic screening procedure
    • M. Wang, H. Wang and C. Lin, Ranking fuzzy number based on lexicographic screening procedure, Int. J. Inform. Technol. Decision Making 4(4) (2005) 663-678.
    • (2005) Int. J. Inform. Technol. Decision Making , vol.4 , Issue.4 , pp. 663-678
    • Wang, M.1    Wang, H.2    Lin, C.3
  • 28
    • 33749421781 scopus 로고    scopus 로고
    • Game theoretical analysis of buy-it-now price auctions
    • H. Yu, C. Dang and S. Wang, Game theoretical analysis of buy-it-now price auctions, Int. J. Inform. Technol. Decision Making 5(3) (2006) 557-581.
    • (2006) Int. J. Inform. Technol. Decision Making , vol.5 , Issue.3 , pp. 557-581
    • Yu, H.1    Dang, C.2    Wang, S.3
  • 29
    • 33846990955 scopus 로고    scopus 로고
    • Model and approach of fuzzy bilevel decision making for logistics planning problem
    • G. Zhang and J. Lu, Model and approach of fuzzy bilevel decision making for logistics planning problem, J. Enterprise Inform. Mngment 20(2) (2007) 178-197.
    • (2007) J. Enterprise Inform. Mngment , vol.20 , Issue.2 , pp. 178-197
    • Zhang, G.1    Lu, J.2
  • 30
    • 55249117101 scopus 로고    scopus 로고
    • An approximation Kuhn-Tucker approach for fuzzy linear bilevel decision making problems
    • eds. L. Jain and G. Wren Springer
    • G. Zhang, J. Lu and T. Dillon, An approximation Kuhn-Tucker approach for fuzzy linear bilevel decision making problems, in Intel. Decis. Making, eds. L. Jain and G. Wren (Springer, 2007).
    • (2007) Intel. Decis. Making
    • Zhang, G.1    Lu, J.2    Dillon, T.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.