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Consider any fuzzy probability space ((Omega, M, m)).
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This paper considers a fuzzy multi-period portfolio selection problem with V-Shaped transaction cost.
Example 4.5 For any nonempty set X, let us consider the fuzzy metric space ( X, M, ∗ ) with M ( x, y, t ) as in Example 3.2.
To do more sensitivity anlysis of the proposed research, it is tried to consider fuzzy parameters with least fuzziness, so each parameter were set as (a − 0.01, a, a + 0.01) and the problem was optimized using our proposed method.
We consider the fuzzy equation (3.40).
Consider the fuzzy initial value problem: (4.13).
Consider the fuzzy equation (1.6) for (3.61).
In this paper, we consider the fuzzy difference equation (1.6).
Consider the fuzzy difference equation (1.6), where is a positive fuzzy number such that (3.10).
Consider the fuzzy difference equation (1.6) where is a positive fuzzy number such that (3.10) holds.
Consider the fuzzy difference equation (3.61) where the fuzzy number is given by (3.76).
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