| 随机环境下资金预算问题的机会约束整数规划模型 |
| |
| 引用本文： | 黄晓霞.随机环境下资金预算问题的机会约束整数规划模型[J].运筹学学报,2006,10(3):59-65. |
| |
| 作者姓名： | 黄晓霞 |
| |
| 作者单位： | 北京理工大学管理与经济学院,北京,100081;北京科技大学经济管理学院,北京,100083 |
| |
| 摘 要： | 本文基于最新的机会约束规划理论,提出了两类随机环境下资金预算问题的整数规划模型,并且设计了一种基于随机模拟的遗传算法来计算给出的模型．为了例证算法的有效性,本文给出了两类模型的数值例子,并且对其中一个例子给出了不同的参数,测试遗传算法的有效性,数值例子及测试结果均显示,本文所设计的基于随机模拟的遗传算法对于解决本文提出的两类模型是有效的．
|
| 关 键 词： | 运筹学 资金预算 随机规划 遗传算法 |
| 收稿时间： | 2004-08-15 |
| 修稿时间： | 2004年8月15日 |
Chance-constrained Integer Programming Models for Capital Budgeting in Stochastic Environment |
| |
| Huang Xiaoxia.Chance-constrained Integer Programming Models for Capital Budgeting in Stochastic Environment[J].OR Transactions,2006,10(3):59-65. |
| |
| Authors: | Huang Xiaoxia |
| |
| Institution: | School of Management and Economics, Beijing Institute of Technology, Beijing 100081, China;School of Economics and Management, University of Science and Technology Beijing, Beijing 100083, China |
| |
| Abstract: | Based on the latest development on chance-constrained programming,two types of chance-constrained integer programming model for capital budgeting are given in the paper.A Monte Carlo simulation based genetic algorithm is designed for solving these models.Two numerical examples are presented to show the potential applications of the new models as well as the effectiveness of the proposed genetic algorithm. |
| |
| Keywords: | Operation research capital budgeting stochastic programming genetic algorithm |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
