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The present paper investigates the problem of capital portfolio selection under uncertain conditions and uses a robust optimization approach for modeling. The model provided in this paper is a three-objective model that aims to maximize returns, maximize liquidity, and minimize risk. The data extracted from the site of the Tehran Stock Exchange are as follows. These data are related to twenty shares from July 2020 to July 2021. The robust approach used in this research has been analyzed by the real data of the Tehran Stock Exchange and then the optimal portfolio for different robust costs has been formed by solving the robust model. In the following section, the relevant model is solved through real stock market data and using the goal programming approach, and the results are investigated and analyzed. [ABSTRACT FROM AUTHOR]

• Determining the urban critical infrastructures in the event of an earthquake. • Designing Location-Routing-Inventory decisions in humanitarian relief chain. • Simulation of interaction of urban infrastructure in earthquake conditions. • Using a cooperative game to examine the manner of cooperation of disaster relief supply chain players. • Application of the model to a real-world disaster relief logistic case study. This paper describes a new simulation based mathematical model for locating distribution centres, vehicle routing, and inventory problems under earthquake conditions. In this paper, the proposed network includes affected areas, suppliers, distribution centres, and hospitals. Additionally, the basic infrastructures of the city, which are very fragile at the time of the earthquake, are identified. Then, the demand of each relief commodity is calculated depending on the different earthquake scenarios using simulation. The estimated demand is incorporated into the mathematical model as an uncertain parameter. The proposed methodology is designed as a two-stage model so that in the first stage the location and inventory of distribution centres are addressed. Thereafter, in the second stage the routing decisions are taken for the distribution of relief commodities from the distribution centres and suppliers to the affected areas. Due to the NP-hardness of the second stage model, this model is solved using multi-objective stochastic fractal search. This algorithm is one of the population-based and stochastic optimization techniques and inspired by the natural phenomenon of fractal growth. It should be noted that in the second stage, a cooperative game theory of coalition type is considered, which resulted in synergies that minimize the relief golden time. The kind of cooperation is the use of potential of co-operators' vehicle. In this stage, the possibility for the players to cooperate by sharing people and commodities transportation requests is considered. Also, to validate the model, a real case study is provided for a possible earthquake in Tehran. Finally, the comparison between the simulation results and the values obtained from the real system evaluates the performance of the implemented model. Considering normality and a 95% confidence interval, it can be concluded that the proposed model provides a precise representation of the real system's performance. [ABSTRACT FROM AUTHOR]

The aim of this study was to investigate the effect of changes in meteorological parameters and fuel composition on the emission rate of air pollutants in the vehicle fleet of the Tehran Metropolis. The results of this study can be used in management decisions to reduce the emission of air pollutants. In this paper, based on the international vehicle emission model and using mathematical equations, the effects of changing meteorological parameters and fuel composition on the emission of pollutants were modeled. The emission rates of CO, VOCs, and NOx pollutants were the most sensitive to the changes in meteorological parameters, respectively. Among all parameters studied in this research, the changes in sulfur level had the greatest effect on the emission of pollutants from the vehicle fleet of Tehran Metropolis. If the fuel was replaced with Euro 5 standard instead of Euro 3, the emission rates of CO, VOCs, NOx, PM, and SOx pollutants from the vehicle fleet of Tehran Metropolis would be reduced by 9%, 6%, 5%, 14%, and 90%, respectively. Managing and reducing the sources of production and emission of air pollution is one of the best ways to reduce the air pollution. In general, since the emission of pollutants from the fleet of Tehran Metropolis in the cold seasons of the year is greater than during hot seasons and the problem of air pollution is exacerbated by air stability, using Euro 5 fuel in cold seasons is one of the efficient ways to reduce the air pollution. [ABSTRACT FROM AUTHOR]

In this paper, a bi-objective mixed-integer linear programming model is formulated for designing a perishable pharmaceutical supply chain network under demand uncertainty. The objectives of the proposed model are to simultaneously minimize the total cost of the network and lost demand amount. The proposed model is multi-product and multi-period and includes simultaneous facilities location, vehicle routing, and inventory management; hence, it is considered an operational-strategic model. Procurement discounts, the lifetime of products, storing products for future periods, lost demand, and soft and hard time windows are the main assumptions of the proposed model. A novel hybrid approach, based on fuzzy theory, chance constrained programming, and goal programming approach, is developed for solving the proposed bi-objective model. The validity of the proposed model and developed solution approach is evaluated using data from Avonex, a prefilled syringe distribution chain serving 11 health centers in Tehran. The proposed model indicates that some lost sales exist, and to overcome the lost sales, the case company needs to invest a little more in addition to the initial investment of around 2 billion tomans. The results obtained from implementing the model and the sensitivity analysis, using real-world data, confirm the efficiency and validity of the proposed mathematical model and solution approach. [ABSTRACT FROM AUTHOR]

This study considers a time-consistent multi-period rolling portfolio optimization issue in the context of a fuzzy situation. Rolling optimization with a risk aversion component attempts to separate the time periods and psychological effects of one's investment in a mathematical model. Furthermore, a resilient portfolio selection may be attained by taking into account fuzzy scenarios. Credibilistic entropy of fuzzy returns is used to measure portfolio risk because entropy, as a measure of risk, is not dependent on any certain sort of symmetric membership function of stock returns and may be estimated using nonmetric data. Mathematical modeling is performed to compare the Rolling Model (RM) and the Unified Model (UM). Two empirical studies from the Tehran stock market (10 stocks from April 2017 to April 2019) and the global stock market (20 stocks from April 2021 to April 2023) are utilized to illustrate the applicability of the suggested strategy. The findings reveal that RM can limit the risk of the portfolio at each time, but the portfolio's return is smaller than that of UM. Furthermore, the suggested models outperform the standard deterministic model. [ABSTRACT FROM AUTHOR]

An energy-efficient design can be achieved mainly through accurate design of built –environment forms. This paper aims to investigate the effects of urban block forms on natural ventilation patterns in the Sanayee neighborhood in Tehran, thereby potentially having air pollution, using computational fluid dynamics (CFD) analysis. The wind pressure and speed indicators were measured by ANSYS Fluent software, using standard k-ɛ model. The results showed that two factors with the most effect on wind pressure difference were urban block height and widths of adjunct roads. As a result, natural ventilation and consequently energy consumption were affected. [ABSTRACT FROM AUTHOR]

To reduce the negative impact of the conventional vehicles, governments and authorities try to provide facilities in order to encourage people to use electric vehicles. For this purpose, determining the location and the number of charging stations is of paramount importance. It becomes more challenging when some charging stations cannot provide service due to the disruption or breakdown. In this paper, a bi-objective mixed-integer linear mathematical model for a charging station location problem is developed and solved by Lagrangian relaxation method. Two different chargers that could be installed in the charging stations and budget constraint is considered in the model. To evaluate the applicability of the proposed model on real-world problems, a case study on Tehran is conducted. Based on computational experiments and numerical results, sensitivity analysis on key parameters of the problem is carried out and some helpful suggestions are presented for decision-makers. • A bi-objective region-based model for optimizing CSLP is presented. • Disruption in charging stations is taken into account. • Two different types of chargers and tolerable distance for the users are considered. • The proposed model is implemented in a real-world case study to evaluate the applicability of the model. • Lagrangian relaxation algorithm is used to solve the model and some useful managerial insights are also presented. [ABSTRACT FROM AUTHOR]

Abstract: This paper treats with K-shortest viable path problem in a transportation network including multiple modes. The considered modes are metro, rapid-bus, private and walking. In this network, a viable path is one that the number of mode changes is limited and the traverse time and also the walking, metro and private usage are restricted subjected to some constraints. The traverse time is defined dependent on congestion level. Because constrained shortest path is NP-hard, we extend two metaheuristic algorithms namely GASA and BACS for the given problem. GASA is a Greedy Algorithm Simulated Annealing and BACS is a bi-direction searching Ant Colony System made by two colonies of ants. We evaluate the validation of these algorithms applying several multimodal random networks. In addition, their results are compared with CPLEX 12.1. We find that GASA is appropriate for small networks and BACS has better performance in median and large-scale networks. Our results on Tehran network also demonstrate that BACS provides better objective values than BACS ones because Tehran public transportation is sparse. [Copyright &y& Elsevier]