Chance-constrained goal programming model for capital budgeting problems in fuzzy environment
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摘要: 運用凈現值方法,考慮了當投資金額和回收期的現金流入與流出均為模糊變量,且投資者有多個目標時的資金預算問題,建立了資金預算的機會約束目標規劃模型,并采用基于模糊模擬的遺傳算法求解了模型問題.Abstract: The net present value method was extended to fuzzy environment. A chance-constrained goal programming model for capital budgeting in fuzzy environment was proposed. A fuzzy simulation based on genetic algorithm was employed to provide a general solution for the new model problem. A numerical example was presented to illustrate the modeling idea and the effectiveness of the proposed algorithm.
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