eng
University of Sistan and Baluchestan
Iranian Journal of Fuzzy Systems
1735-0654
1735-0654
2007-10-01
4
2
0
10.22111/ijfs.2007.2908
2908
Cover Vol.4 No.2, October 2007
http://ijfs.usb.ac.ir/article_2908_ddbe99988aa5076a1f94305d5b4b0e4e.pdf
eng
University of Sistan and Baluchestan
Iranian Journal of Fuzzy Systems
1735-0654
1735-0654
2007-10-09
4
2
1
14
10.22111/ijfs.2007.365
365
مقاله پژوهشی
PRICING STOCK OPTIONS USING FUZZY SETS
James J. Buckley
buckley@math.uab.edu
1
Esfandiar Eslami
eeslami@mail.uk.ac.ir
2
Department of Mathematics, University of Alabama at Birmingham, Birmingham, Al 35209, USA
Department of Mathematics, Shahid Bahonar University of Kerman, Kerman and Institute for Studies in Theoretical Physics and Mathematics(IPM), Tehran, Iran
We use the basic binomial option pricing method but allow someor all the parameters in the model to be uncertain and model this uncertaintyusing fuzzy numbers. We show that with the fuzzy model we can, with areasonably small number of steps, consider almost all possible future stockprices; whereas the crisp model can consider only n + 1 prices after n steps.
http://ijfs.usb.ac.ir/article_365_166ca7566fde953dc5de7ad3e33575c6.pdf
Pricing Options
Binomial methods
Fuzzy numbers
eng
University of Sistan and Baluchestan
Iranian Journal of Fuzzy Systems
1735-0654
1735-0654
2007-10-09
4
2
15
29
10.22111/ijfs.2007.368
368
مقاله پژوهشی
OPTIMIZATION OF LINEAR OBJECTIVE FUNCTION SUBJECT TO FUZZY RELATION INEQUALITIES CONSTRAINTS WITH MAX-AVERAGE COMPOSITION
ELYAS SHIVANIAN
eshivanian@gmail.com
1
ESMAILE KHORRAM
eskor@aut.ac.ir
2
AMIN GHODOUSIAN
3
FACULTY OF MATHEMATICS AND COMPUTER SCIENCE, AMIRKABIR UNIVERSITY OF TECHNOLOGY, TEHRAN 15914, IRAN
FACULTY OF MATHEMATICS AND COMPUTER SCIENCE, AMIRKABIR UNIVERSITY OF TECHNOLOGY, TEHRAN 15914, IRAN
FACULTY OF MATHEMATICS AND COMPUTER SCIENCE, AMIRKABIR UNIVERSITY OF TECHNOLOGY, TEHRAN 15914, IRAN
In this paper, the finitely many constraints of a fuzzy relationinequalities problem are studied and the linear objective function on the regiondefined by a fuzzy max-average operator is optimized. A new simplificationtechnique which accelerates the resolution of the problem by removing thecomponents having no effect on the solution process is given together with analgorithm and a numerical example to illustrate the steps of the problemresolution process.
http://ijfs.usb.ac.ir/article_368_e3fec3b0627142fc215ec44c2ff81a1f.pdf
Linear objective function optimization
Fuzzy r e lation equations
Fuzzy
relation inequalities
eng
University of Sistan and Baluchestan
Iranian Journal of Fuzzy Systems
1735-0654
1735-0654
2007-10-09
4
2
31
45
10.22111/ijfs.2007.369
369
مقاله پژوهشی
A NOTE ON THE ZIMMERMANN METHOD FOR SOLVING FUZZY LINEAR PROGRAMMING PROBLEMS
MOHAMMADREZA SAFI
safi_mohammadreza@yahoo.com
1
HAMIDREZA MALEKI
maleki@sutech.ac.ir
2
EFFAT ZAEIMAZAD
effat_zaeimazad@yahoo.com
3
DEPARTMENT OF MATHEMATICES, UNIVERSITY OF SHAHID-BAHONAR KERMAN, KERMAN, IRAN
DEPARTMENT OF BASIC SCIENCES, SHIRAZ UNIVERSITY OF TECHNOLOGY, SHIRAZ, IRAN
DEPARTMENT OF MATHEMATICES, UNIVERSITY OF SHAHID-BAHONAR KERMAN, KERMAN, IRAN
There are several methods for solving fuzzy linear programming (FLP)problems. When the constraints and/or the objective function are fuzzy, the methodsproposed by Zimmermann, Verdegay, Chanas and Werners are used more often thanthe others. In the Zimmerman method (ZM) the main objective function cx is addedto the constraints as a fuzzy goal and the corresponding linear programming (LP)problem with a new objective (λ ) is solved. When this new LP has alternative optimalsolutions (AOS), ZM may not always present the "best" solution. Two cases may occur:cx may have different bounded values for the AOS or be unbounded. Since all of theAOS have the same λ , they have the same values for the new LP. Therefore, unlesswe check the value of cx for all AOS, it may be that we do not present the bestsolution to the decision maker (DM); it is possible that cx is unbounded but ZMpresents a bounded solution as the optimal solution. In this note, we propose analgorithm for eliminating these difficulties.
http://ijfs.usb.ac.ir/article_369_c50bd5faf59078df22d9c02d540aade9.pdf
Linear programming
Fuzzy set theory
Fuzzy linear programming and fuzzy
efficiency
eng
University of Sistan and Baluchestan
Iranian Journal of Fuzzy Systems
1735-0654
1735-0654
2007-10-09
4
2
47
55
10.22111/ijfs.2007.370
370
مقاله پژوهشی
LK-INTERIOR SYSTEMS AS SYSTEMS OF “ALMOST OPEN” L-SETS
Tatana Funiokova
tatana.funiokova@vsb.cz
1
Department of Mathematics, Technical University of Ostrava, 17. listopadu, CZ-708 30,Ostrava , Czech Republic
We study interior operators and interior structures in a fuzzy setting.We investigate systems of “almost open” fuzzy sets and the relationshipsto fuzzy interior operators and fuzzy interior systems.
http://ijfs.usb.ac.ir/article_370_d6c63315b1797d8518b3230c75dedb5e.pdf
Interior operator
Interior system
Fuzzy set
Fuzzy logic
eng
University of Sistan and Baluchestan
Iranian Journal of Fuzzy Systems
1735-0654
1735-0654
2007-10-09
4
2
57
68
10.22111/ijfs.2007.375
375
مقاله پژوهشی
CHARACTERIZATION OF REGULAR $Gamma$−SEMIGROUPS THROUGH FUZZY IDEALS
P. Dheena
dheenap@yahoo.com
1
S. Coumaressane
coumaressane_s@yahoo.com
2
Department of Mathematics, Annamalai University, Annamalainagar- 608002, India
Department of Mathematics,Annamalai University, Annamalainagar- 608002, India
Notions of strongly regular, regular and left(right) regular $Gamma$−semigroupsare introduced. Equivalent conditions are obtained through fuzzy notion for a$Gamma$−semigroup to be either strongly regular or regular or left regular.
http://ijfs.usb.ac.ir/article_375_dbea687f85b19c156e13c580580b59e3.pdf
$Gamma$−semigroup
Bi-ideal
Quasi-ideal
Regular
Strongly regular
Left(right) regular
Fuzzy (left
right)ideal
Fuzzy quasi-ideal
Fuzzy bi-ideal
eng
University of Sistan and Baluchestan
Iranian Journal of Fuzzy Systems
1735-0654
1735-0654
2007-10-09
4
2
69
82
10.22111/ijfs.2007.378
378
مقاله پژوهشی
RESIDUAL OF IDEALS OF AN L-RING
ANAND SWAROOP PRAJAPATI
prajapati_anand@yahoo.co.in
1
ATMA RAM SANATAN DHARMA COLLEGE, UNIVERSITY OF DELHI, DHAULA KUAN, NEW DELHI – 110021, INDIA
The concept of right (left) quotient (or residual) of an ideal η by anideal ν of an L-subring μ of a ring R is introduced. The right (left) quotients areshown to be ideals of μ . It is proved that the right quotient [η :r ν ] of an idealη by an ideal ν of an L-subring μ is the largest ideal of μ such that[η :r ν ]ν ⊆ η . Most of the results pertaining to the notion of quotients(or residual) of an ideal of ordinary rings are extended to L-ideal theory ofL-subrings.
http://ijfs.usb.ac.ir/article_378_18e934871298c269162e4614b21f86e1.pdf
L-subring
L-ideal
Right quotient
Left quotient
eng
University of Sistan and Baluchestan
Iranian Journal of Fuzzy Systems
1735-0654
1735-0654
2007-10-09
4
2
83
87
10.22111/ijfs.2007.379
379
مقاله پژوهشی
SOME PROPERTIES OF NEAR SR-COMPACTNESS
Shi-Zhong Bai
shizhongbai@yahoo.com
1
Department of Mathematics, Wuyi University, Guangdong 529020, P.R.China
In this paper, we study some properties of the near SR-compactnessin L-topological spaces, where L is a fuzzy lattice. The near SR-compactness isa kind of compactness between Lowen’s fuzzy compactness and SR-compactness,and it preserves desirable properties of compactness in general topologicalspaces.
http://ijfs.usb.ac.ir/article_379_273713dcd904c068e3e93be78892c8b4.pdf
L-topology
SS-remote neighborhood family
-net
Compactness
Near SR-compact L-subset
eng
University of Sistan and Baluchestan
Iranian Journal of Fuzzy Systems
1735-0654
1735-0654
2007-10-09
4
2
89
94
10.22111/ijfs.2007.381
381
مقاله پژوهشی
COUNTABLY NEAR PS-COMPACTNESS IN L-TOPOLOGICAL SPACES
Shi-Zhong Bai
shizhongbai@yahoo.com
1
Department of Mathematics, Wuyi University, Guangdong 529020, P.R.China
In this paper, the concept of countably near PS-compactness inL-topological spaces is introduced, where L is a completely distributive latticewith an order-reversing involution. Countably near PS-compactness is definedfor arbitrary L-subsets and some of its fundamental properties are studied.
http://ijfs.usb.ac.ir/article_381_a1cab2ee2db813cfbf1b688858d2b558.pdf
L-topology
Pre-semiclosed set
Remote-neighborhood
Countably
near PS-compact set
eng
University of Sistan and Baluchestan
Iranian Journal of Fuzzy Systems
1735-0654
1735-0654
2007-10-30
4
2
97
104
10.22111/ijfs.2007.2909
2909
Persian-translation Vol.4 No.2, October 2007
http://ijfs.usb.ac.ir/article_2909_61412a1a0bcf35f7346eb24d362cbd77.pdf