Chance constrained integer programming models for capital budgeting in fuzzy environments

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...

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Bibliographic Details
Published in:The Journal of the Operational Research Society Vol. 49; no. 8; pp. 854 - 860
Main Authors: Iwamura, K, Liu, B
Format: Journal Article
Language:English
Published: London Taylor & Francis 01.08.1998
Springer London
Subjects:
Business and Management
capital budgeting
fuzzy programming
genetic algorithm
integer programming
Management
Operations Research/Decision Theory
genetic algorithm
integer programming
capital budgeting
fuzzy programming
ISSN:0160-5682, 1476-9360
Online Access:Get full text
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Summary: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.
ISSN:0160-5682
1476-9360
DOI:10.1057/palgrave.jors.2600576