| 存在银行贷款的模糊资金预算机会约束模型 |
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| 引用本文： | 黄晓霞,张强.存在银行贷款的模糊资金预算机会约束模型[J].系统工程学报,2007,22(4):352-358. |
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| 作者姓名： | 黄晓霞 张强 |
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| 作者单位： | 1. 北京理工大学管理与经济学院,北京,100081;北京科技大学经济管理学院,北京,100083
2. 北京理工大学管理与经济学院,北京,100081 |
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| 摘 要： | 讨论了企业运用自有资金及银行贷款进行投资时的资金预算问题.与以往的研究不同,假设投资支出、项目年收益以及金融机构贷款都为模糊变量,给出了两种基于模糊变量可信性测度的机会约束项目优选模型,并设计了基于模糊模拟的遗传算法,给出了模型问题的一般求解方法.提供了两个数值例子,用以说明建模思想和算法的有效性.
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| 关 键 词： | 资金预算 模糊机会约束规划 遗传算法 |
| 文章编号： | 1000-5781（2007）04-0352-07 |
| 收稿时间： | 2005-10-13 |
| 修稿时间： | 2007-04-27 |
Fuzzy chance-constrained capital budgeting with bank loan |
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| HUANG Xiao-xia,ZHANG Qiang.Fuzzy chance-constrained capital budgeting with bank loan[J].Journal of Systems Engineering,2007,22(4):352-358. |
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| Authors: | HUANG Xiao-xia ZHANG Qiang |
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| Institution: | 1. School of Management and Economics, University of Beijing Institute, Beijing i00081, China; 2. School of Economics and Management, University of Science and Technology Beijing, Beijing 100083, China |
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| Abstract: | This paper discusses the capital budgeting problem when the investment capital comes partially from bank loan.Different from other researches,in the paper,investment outlays,annual net cash flows and bank loan are all considered as fuzzy variables.Two types of chance-constrained programming models are provided,and a fuzzy simulation-based genetic algorithm is designed to provide a general solution for the proposed optimization problems.Moreover,two numerical examples are also provided for the sake of illustration. |
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| Keywords: | capital budgeting fuzzy chance-constrained programming genetic algorithm |
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