Application Of Hybrid Models Ahp And Fuzzy Goal Programming In Managing The Budgets Of Commercial Banks

Abstract

This study aims to implement a hybrid model that integrates the Analytic Hierarchy Process (AHP) with Fuzzy Goal Programming in managing the assets and liabilities of Algerian banks, with the objective of achieving targeted goals within an environment marked by uncertainty. The research was applied to the Banque de Crédit Populaire Algérien, where six primary objectives of the bank were identified. The Analytic Hierarchy Process was used to determine the relative weights of these objectives, after which a Fuzzy Goal Programming model was applied in accordance with Yaghoobi’s methodology (2008). The findings indicated that this model constitutes a modern and effective mathematical tool for addressing complex problems and supporting the selection of optimal alternatives.