A robust optimization model for a decision-making problem: An application for stock market

Massimiliano Ferrara (), Sepideh Rasouli, Mehrnoosh Khademi and Mehdi Salimi

Operations Research Perspectives, 2017, vol. 4, issue C, 136-141

Abstract: In this paper we apply robust linear programming technique for multidimensional analysis of preference (LINMAP) method for a decision making problem. During the last two decades, many methods have been extensively used for decision making problems. However, there is no investigation among many existing studies where the uncertainty in data is possible. The robust LINMAP method with the assumption of uncertainty on parameters is implemented in the stock market in order to rank priorities of the stocks.

Keywords: Decision making; Robust LINMAP; Stock (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:eee:oprepe:v:4:y:2017:i:c:p:136-141

DOI: 10.1016/j.orp.2017.10.001

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