Credibility-based chance-constrained integer programming models for capital budgeting with fuzzy parameters

  • Authors:
  • Xiaoxia Huang

  • Affiliations:
  • School of Management, University of Science and Technology, Beijing, Beijing 100083, China

  • Venue:
  • Information Sciences: an International Journal
  • Year:
  • 2006

Quantified Score

Hi-index 0.07

Visualization

Abstract

In this paper, we discuss a problem of capital budgeting in a fuzzy environment. Two types of models are proposed using credibility to measure confidence level. Since the proposed optimization problems are difficult to solve by traditional methods, a fuzzy simulation-based genetic algorithm is applied. Two numerical experiments demonstrate the effectiveness of the proposed algorithm.