Non-dominated Solution of Fuzzy Maximum-Return Problem

Abstract

In this paper, we find a non-dominated solution of a fuzzy maximum-return problem ( unconstrained single-variable fuzzy optimization problem ) . We establish Newton method to find the solution of the unconstrained single-variable fuzzy optimization problem using the differentiability of $\alpha$-level functions of a fuzzy-valued function and partial order relation on a set of fuzzy numbers.

arXiv commentPage numbers: 11-24