Work

Dependent-chance Integer Programming Applied to Capital Budgeting

Year: 1999

Type: article

Abstract: 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.

Source: Journal of the Operations Research Society of Japan

DOI: 10.15807/jorsj.42.117

Authors: Kakuzo Iwamura, Baoding Liu

Institutions: Josai University, Tsinghua University

Language: English

Topic: Optimization and Mathematical Programming

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2139671900

FWCI: 1.192

Cites: 23

Cited by: 19

Related to: 10