Fuzzy optimisation techniques have emerged as a powerful framework for addressing multi-objective programming problems under uncertainty. In classical multi-objective programming, decision-makers seek ...

In this paper, the authors are aimed at applying duality theory to multi-objective linear programming problems. Three methods of solutions were discussed and applied in this paper with the sole aim of ...

We consider optimal consumption and (strategic) asset allocation of an investor with uncertain lifetime. The problem is solved using a multi-stage stochastic linear programming (SLP) model to ...