Dependent-Chance Programming Models for Capital Budgeting in Fuzzy Environments 被引量：2

Dependent-Chance Programming Models for Capital Budgeting in Fuzzy Environments

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摘要 Capital budgeting is concerned with maximizing the total net profit subject to budget constraints by selecting an appropriate combination of projects. This paper presents chance maximizing models for capital budgeting with fuzzy input data and multiple conflicting objectives. When the decision maker sets a prospective profit level and wants to maximize the chances of the total profit achieving the prospective profit level, a fuzzy dependent-chance programming model, a fuzzy multi-objective dependent-chance programming model, and a fuzzy goal dependent-chance programming model are used to formulate the fuzzy capital budgeting problem. A fuzzy simulation based genetic algorithm is used to solve these models. Numerical examples are provided to illustrate the effectiveness of the simulation-based genetic algorithm and the potential applications of these models. Capital budgeting is concerned with maximizing the total net profit subject to budget constraints by selecting an appropriate combination of projects. This paper presents chance maximizing models for capital budgeting with fuzzy input data and multiple conflicting objectives. When the decision maker sets a prospective profit level and wants to maximize the chances of the total profit achieving the prospective profit level, a fuzzy dependent-chance programming model, a fuzzy multi-objective dependent-chance programming model, and a fuzzy goal dependent-chance programming model are used to formulate the fuzzy capital budgeting problem. A fuzzy simulation based genetic algorithm is used to solve these models. Numerical examples are provided to illustrate the effectiveness of the simulation-based genetic algorithm and the potential applications of these models.

作者梁锐高金伍

机构地区 Economy School of Information

出处《Tsinghua Science and Technology》 SCIE EI CAS 2008年第1期117-120,共4页 清华大学学报（自然科学版（英文版）

基金 the National Natural Science Foundation of China (No. 70601034)

关键词 fuzzy variable capital budgeting dependent-chance programming genetic algorithm fuzzy variable capital budgeting dependent-chance programming genetic algorithm

分类号 F224 [经济管理—国民经济]

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