DEPENDENT-CHANCE INTEGER PROGRAMMING APPLIED TO CAPITAL BUDGETING
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This paper attempts to model capital budgeting problems by 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.
- 社団法人日本オペレーションズ・リサーチ学会の論文
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関連論文
- More than Forty Years History of Developing Algorithms and Codes toSolve Integer Programming Problems
- DEPENDENT-CHANCE INTEGER PROGRAMMING APPLIED TO CAPITAL BUDGETING