Chance constrained integer programming models for capital budgeting in fuzzy environments

被引：8

作者：

Iwamura, K ^{[1
]}

Liu, B

机构：

[1] Josai Univ, Dept Math, Sakado, Saitama 35002, Japan

[2] Tsing Hua Univ, Hsinchu, Taiwan

来源：

JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY | 1998年 / 49卷 / 08期

关键词：

capital budgeting; fuzzy programming; genetic algorithm; integer programming;

D O I：

10.1038/sj.jors.2600576

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

This paper attempts to model capital budgeting problems by chance constrained integer programming in a fuzzy environment (rather than a stochastic environment). Some examples are also provided to illustrate the potential applications of new models. Finally, a fuzzy simulation based genetic algorithm is designed for solving chance constrained integer programming models with fuzzy parameters.

引用

页码：854 / 860

页数：7

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