黄晓霞. 模糊环境下资金预算的机会约束NPV目标规划模型[J]. 工程科学学报, 2007, 29(9): 957-959. DOI: 10.13374/j.issn1001-053x.2007.09.048
引用本文: 黄晓霞. 模糊环境下资金预算的机会约束NPV目标规划模型[J]. 工程科学学报, 2007, 29(9): 957-959. DOI: 10.13374/j.issn1001-053x.2007.09.048
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

模糊环境下资金预算的机会约束NPV目标规划模型

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

  • 摘要: 运用净现值方法,考虑了当投资金额和回收期的现金流入与流出均为模糊变量,且投资者有多个目标时的资金预算问题,建立了资金预算的机会约束目标规划模型,并采用基于模糊模拟的遗传算法求解了模型问题.

     

    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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