动态约束下随机资金有限独立方案的选择

Selection of Independent Alternatives with Random Cash Flows and Limited Total Investment Capitals

构成方案现金流量的数据或计算参数的不确定可能表现为随机性,即各期现金流量和计算参数为随机变量。随机条件下,在假设决策准则,资金约束为动态的情况下,如何排序选择资金有限独立方案。介绍了随机条件下的决策准则,并给出了在方案经济评价中这些准则的常用求解措施,给出了随机条件下资金有限独立方案决策的一般模型和该模型的求解方法,最后给出数值案例利用软件求解法展示了随机条件下资金有限独立方案的经济评价。

Data and parameters of the alternatives being selected may be uncertaint. This uncertainty of data and parameters can be expressed as random varaibles. The paper is about how to use random decision criteria to select independent alternatives whose investment capitals available are limited and cash flows or parameters are random varaibles. The paper first simply introduces the decision criteria on random condition, and gives the methods to get these values of decision criteria, then gives the general model, and the solution of alternatives selection. In the last section a numeric example is given to show how to use soft to select independent alternatives with random cash flows and limited total investment capitals.