Fuzzy sets, uncertainty, and information
Fuzzy sets, uncertainty, and information
The fuzzy mathematics of finance
Fuzzy Sets and Systems
A general model for fuzzy linear programming
Fuzzy Sets and Systems
Fuzzy sets and fuzzy logic: theory and applications
Fuzzy sets and fuzzy logic: theory and applications
Linear programming 1: introduction
Linear programming 1: introduction
Evolutionary algorithm solution to fuzzy problems: Fuzzy linear programming
Fuzzy Sets and Systems
Fuzzy Sets and Systems
Introduction to Linear Optimization
Introduction to Linear Optimization
Fuzzy Multiple Attribute Decision Making: Methods and Applications
Fuzzy Multiple Attribute Decision Making: Methods and Applications
Robust Solutions to Uncertain Semidefinite Programs
SIAM Journal on Optimization
Capital budgeting techniques using discounted fuzzy versus probabilistic cash flows
Information Sciences—Informatics and Computer Science: An International Journal - Special issue: Intelligent information systems and applications
Satisficing solutions and duality in interval and fuzzy linear programming
Fuzzy Sets and Systems - Special issue: Interfaces between fuzzy set theory and interval analysis
Operations Research
Chance-constrained programming models for capital budgeting with NPV as fuzzy parameters
Journal of Computational and Applied Mathematics
Duality in fuzzy linear programming with possibility and necessity relations
Fuzzy Sets and Systems
Expert Systems with Applications: An International Journal
Optimal multinational capital budgeting under uncertainty
Computers & Mathematics with Applications
Fuzzy net present values for capital investments in an uncertain environment
Computers and Operations Research
Engineering Applications of Artificial Intelligence
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In this paper, we study the fuzzification of Weingartner's pure capital rationing model and its analysis. We develop a primal-dual pair based on t-norm/t-conorm relation for the constraints and objective function for a fully fuzzified pure capital rationing problem except project selection variables. We define the @a-interval under which the weak duality is proved. We perform sensitivity analysis for a change in a budget level or in a cash flow level of a non-basic as well as a basic variable. We analyze the problem based on duality and complementary slackness results. We illustrate the proposed model by computational analysis, and interpret the results.