USING AHP AND FUZZY MATHEMATICAL PROGRAMMINGFOR PROJECT
PORTFOLIO SELECTION Graduate Program of Industrial Management
**
**
(1/2)e- **
** (2/2)
(1/3)Baker and Freeland (1975) **
(2/3) (AHP/ANP) ()LINDOLINGO**
(3/3) **
**
**
(1/4)Archer & Ghasemzadeh (1999) ()**
(2/4) **
(3/4) (i) (ii) (iii) (iv) (v) **
(4/4) (Time-dependent) **
**
**Sharpe and Keelin (1998)
** (Ordinal measure) (Cardinal measure) AHP/ANP
(1/2) (Analytic Hierarchy Process, AHP) Saaty (1986) AHP
(Reciprocal comparison) (Homogeneity) (Independence) (Expectations)
**
(2/2)AHP (LLSM) (GPM) GPM **
** ( Lee and Kim, 2000)
() () ( )
**
(1/2) (Vagueness) Zadeh (1965) 0 1 **
(2/2)Dubois and Prade (1997) (Similarity) (Preference)
(Uncertainty) **
(1/2)
**
(2/2)Zadeh min max min max Zadeh min max (Maximin) **
(1/2) (Sample space) vs. (Pattern space) s- (s-algebra) vs.
(Discrete topology) vs. Pos S (Possibility measure) **
(2/2) Nec Pos **
**
Archer and Ghasemzadeh (1999) **
** (1/3) () ()
(2/3)**
(3/3) ()**
**(1/4)
** (2/4)
**(3/4) ( -)
(3-2)-(3-4) (3-2)
**
0-1 (3-9)
(Liu, 1998; Liu and Iwamura, 1998)
(4/4)
** (1/4)
** (2/4) 35 150 250
** (3/4)
** (4/4)
5 (g, b) (1, 1), (1, 0.95), (1, 0.8), (0.9, 0.85), (0.9,
0.7)
** (1/3) AHP LLSM GPM
** (2/3)
** (3/3) () AHP/ANP
