The National University Research Council - PN II
IDEI Programme, Contract No.: 844/2008; NURC code: ID_1778

MULTICRITERIA DECISION MAKING MODELING UNDER UNCERTAINTY WITH APPLICATIONS IN PORTFOLIO MANAGEMENT

 

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Objectives

2009 Objectives

1. Generalized convexity and generalized monotonicity in economy: applicability, semnification and use in applications. New g eneralized convexity concepts used to characterize the utility functions of the economic agents.

2. Risk measures analysis. The risk increase concept; applications in decision making modeling.

3. Multicriteria decision making modeling .

 

2010 Objectives

1. Dynamic decision making modeling.

2. Creating relevant databases for the proposed models; generating realistic scenarios.

3. Decision making modeling under uncertainty .

 

2011 Objectives

1. Dynamic multicriteria decision making modeling under uncertainty.

2. Implementing the dynamic multicriteria decision making model under uncertainty.

3. Elaborating monographies.