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
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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.