Multi-objective Optimal Strategy for Individual Consumption-Investment with Fuzzy Coefficients

摘要

The goal of this paper is to solve an optimal consumption-investment problem with fuzzy financial coefficients. A multi-objective fuzzy decision-making model for consumption-investment problem is proposed, based on the uncertainty in some economic factors, to maximize the consumption utility and to maximize the total profit in investment and to minimize the risk in investment. The fuzzy optimal consumption-investment strategy is characterized by maximizing the satisfactory grade of the decision-maker. Finally an effective algorithm is proposed to solve the problem and a numerical example shows the effectiveness and feasibility of this method.