首页 | 本学科首页   官方微博 | 高级检索  
     检索      

存在借贷资金的随机资金预算问题研究
引用本文:黄晓霞.存在借贷资金的随机资金预算问题研究[J].数学的实践与认识,2008,38(7).
作者姓名:黄晓霞
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,本文假设投资支出、年投资收益以及银行贷款都为随机变量,而且,文章的研究并不要求待选的投资项目具有相同的投资期或具有相同的寿命周期.给出了随机环境下净现值收益的期望值模型及期望值目标规划模型,并设计了基于随机模拟的遗传算法,给出了模型的一般解决方法,此外,还提供了两个数值例子,用以说明建模思想,并例证算法的有效性.

关 键 词:资金预算  随机规划  期望值模型  遗传算法

Capital Budgeting with Borrowing Money in Stochastic Environment
HUANG Xiao-xia.Capital Budgeting with Borrowing Money in Stochastic Environment[J].Mathematics in Practice and Theory,2008,38(7).
Authors:HUANG Xiao-xia
Abstract:Traditional capital budgeting problem is concerned with allocation of financial resources owned by the company itself.However,in practice,companies usually make use of bank loan to make investment.Therefore,in this paper,we discuss the capital budgeting problem when the investment capital comes partially from bank loan.The paper provides two types of expected value models with investment outlays,returns of projects and bank loan to be stochastic variables.A random simulation based genetic algorithm is also designed to provide a general solution for the proposed optimization problems.Moreover,two numerical examples are also provided for the sake of illustration.
Keywords:capital budgeting  random programming  expected value model  genetic algorithm
本文献已被 万方数据 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号