模糊环境下资金预算的期望净现值模型  

Expected Value Model for Capital Budgeting Problem in Fuzzy Environment

作　　者：黄晓霞[1] 

机构地区：[1]北京科技大学经济管理学院,北京100083

出　　处：《数学的实践与认识》2008年第17期6-12,共7页Mathematics in Practice and Theory

摘　　要：资金预算问题是指对一项投资机会是否应该付诸实施进行判断.净现值方法(NPV)一直是现代资本预算方法的传统核心内容.将传统的净现值方法扩展到模糊环境下,讨论了当现金流入和现金流出为模糊变量情况下,如何选择最优的项目.建立了模糊环境下的均值NPV模型,并设计了基于模糊模拟的遗传算法,给出了模型问题的一般解决方法.This paper discusses capital budgeting problem in fuzzy environment. In the paper, investment outlays and annual net cash flows of available projects are regarded as fuzzy variables. Net Present Value method is extended to fuzzy environment. Two types of expected value model are provided to obtain optimal capital budgeting plan, and a fuzzy simulation based genetic algorithm is designed for solving the new model problems. Numerical examples are also presented to illustrate the modelling idea and to show the effectiveness of the proposed algorithm.

关 键 词：资金预算 模糊规划 NPV 期望值模型 

分 类 号：O221[理学—运筹学与控制论]