A Chance-Constrained Goal Programming Model for Capital Budgeting

DOI10.2307/2581726zbMath0484.90077OpenAlexW4255563067MaRDI QIDQ3944355

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Publication date: 1982

Published in: The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2581726

zbMATH Keywords

capital budgetingchance-constrained zero-one goal programmingstochastic technological matrix

Mathematics Subject Classification ID

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Evaluation of the accuracy of Naslund's approximation for managerial decision making under uncertainty ⋮ Nonlinear goal programming theory and practice: A survey ⋮ Modeling uncertainty in multi-criteria decision analysis ⋮ Application of goal programming in project selection decision -- a case study from the Indian coal mining industry ⋮ Weighted-additive fuzzy multi-choice goal programming (WA-FMCGP) for supporting renewable energy site selection decisions ⋮ Optimal multinational capital budgeting under uncertainty ⋮ Chance-constrained programming models for capital budgeting with NPV as fuzzy parameters ⋮ Parametric nonlinear integer programming: The right-hand side case ⋮ Stochastic goal programming: A mean-variance approach ⋮ Decision-maker's preferences modeling in the stochastic goal programming ⋮ Decision-maker's preferences modelling within the goal-programming model: a new typology ⋮ A gradient algorithm for chance constrained nonlinear goal programming

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