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Keywords: Facility location Fuzzy random variable Value-at-Risk Particle swarm optimization Mixed 0–1 integer fuzzy random programming Variable capacity a b s t r a c t This paper studies a facility location model with fuzzy random parameters and its swarm intelligence approach. A Value-at-Risk (VaR) based fuzzy random facility location model (VaR-FRFLM) is… (More)

—In real-world regression analysis, statistical data may be linguistically imprecise or vague. Given the coexistence of stochastic and fuzzy uncertainty, real data cannot be characterized by using only the formalism of random variables. In order to address regression problems in the presence of such hybrid uncertain data, fuzzy random variables are… (More)

The objective of this paper is to study facility-location problems in the presence of a hybrid uncertain environment involving both randomness and fuzziness. A two-stage fuzzy-random facility-location model with recourse (FR-FLMR) is developed in which both the demands and costs are assumed to be fuzzy-random variables. The bounds of the optimal objective… (More)

—In this paper, using Value-at-Risk, a new fuzzy portfolio selection model named VaR-FPSM is proposed. The Value-at-Risk is the measure of risk, which describes the greatest loss of an investment with some confidence level. When security returns are same kind of fuzzy variable, we derive two crisp equivalent forms of the VaR-FPSM. Furthermore, in general… (More)

In most cases authors are permitted to post their version of the article (e.g. in Word or Tex form) to their personal website or institutional repository. Authors requiring further information regarding Elsevier's archiving and manuscript policies are encouraged to visit: Keywords: Renewal process Renewal reward theorem Fuzzy random variable Archimedean… (More)