Dependent-chance integer programming applied to capital budgeting

被引：14
|
作者：
Iwamura, K
Liu, BD
机构：
[1] Josai Univ, Sakado, Saitama 35002, Japan
[2] Tsing Hua Univ, Hsinchu, Taiwan
来源：
JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF JAPAN | 1999年 / 42卷 / 02期
关键词：
D O I：
10.1016/S0453-4514(99)80009-X
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
This paper attempts to model capital budgeting problems bg a new technique of dependent-chance integer programming as well as dependent-chance multiobjective programming and goal programming. Some examples are provided to illustrate the potential applications in the area of capital budgeting. A stochastic simulation based genetic algorithm is also designed to solve both chance constrained integer programming and dependent-chance integer programming models.
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页码：117 / 127
页数：11
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