Chance-constrained goal programming model for capital budgeting problems in fuzzy environment

HUANG Xiaoxia

doi:10.13374/j.issn1001-053x.2007.09.048

Volume 29 Issue 9

Aug. 2021

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HUANG Xiaoxia. Chance-constrained goal programming model for capital budgeting problems in fuzzy environment[J]. Chinese Journal of Engineering, 2007, 29(9): 957-959. doi: 10.13374/j.issn1001-053x.2007.09.048

Citation:

HUANG Xiaoxia. Chance-constrained goal programming model for capital budgeting problems in fuzzy environment[J]. Chinese Journal of Engineering, 2007, 29(9): 957-959. doi: 10.13374/j.issn1001-053x.2007.09.048

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Chance-constrained goal programming model for capital budgeting problems in fuzzy environment

doi: 10.13374/j.issn1001-053x.2007.09.048

HUANG Xiaoxia

Economics and Management School, University of Science and Technology Beijing, Beijing 100083, China

Received Date: 2006-04-20
Rev Recd Date: 2006-09-12

Available Online: 2021-08-16

Abstract

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.
- capital budgeting,
- fuzzy environment,
- fuzzy goal programming,
- chance-constrained programming