Fuzzy chance-constrained programming for capital budgeting problem with fuzzy decisions

Authors:
Jinwu Gao;Jianhua Zhao;Xiaoyu Ji
Affiliations:
School of Information, Renmin University of China, Beijing, China;Department of Mathematics, Shijiazhuang College, Shijiazhuang, China;Department of Mathematical Sciences, Tsinghua University, Beijing, China
Venue:
FSKD'05 Proceedings of the Second international conference on Fuzzy Systems and Knowledge Discovery - Volume Part I
Year:
2005

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Abstract

In this paper, capital budgeting problem with fuzzy decisions is formulated as fuzzy chance-constrained programming models. Then fuzzy simulation, neural network and genetic algorithm are integrated to produce a hybrid intelligent algorithm for solving the proposed models. Finally, numerical experiments are provided to illustrate the effectiveness of the hybrid intelligent algorithm.