Chance constrained integer programming models for capital budgeting in fuzzy environments

K Iwamura () and B Liu
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K Iwamura: Josai University
B Liu: Tsinghua University

Journal of the Operational Research Society, 1998, vol. 49, issue 8, 854-860

Abstract: Abstract 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.

Keywords: capital budgeting; fuzzy programming; genetic algorithm; integer programming (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:pal:jorsoc:v:49:y:1998:i:8:d:10.1057_palgrave.jors.2600576

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DOI: 10.1057/palgrave.jors.2600576

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