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.
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.
出处
《北京科技大学学报》
EI
CAS
CSCD
北大核心
2007年第9期957-959,共3页
Journal of University of Science and Technology Beijing
基金
国家杰出青年基金资助项目(No.60425309)
关键词
资金预算
模糊环境
模糊目标规划
机会约束规划
capital budgeting
fuzzy environment
fuzzy goal programming
chance-constrained programming
