In this paper, we discuss the portfolio optimization problem with real-world constraints under the assumption that the returns of risky assets are fuzzy numbers. A new possibilistic mean-semiabsolute deviation model is proposed, in which transaction costs, cardinality and quantity constraints...

Traveling salesman problem is a fundamental combinatorial optimization model studied in the operations research community for nearly half a century, yet there is surprisingly little literature that addresses uncertainty and multiple objectives in it. A novel TSP variation, called uncertain...