| Article ID: | iaor20001974 |
| Country: | Japan |
| Volume: | 42 |
| Issue: | 2 |
| Start Page Number: | 117 |
| End Page Number: | 127 |
| Publication Date: | Jun 1999 |
| Journal: | Journal of the Operations Research Society of Japan |
| Authors: | Iwamura Kakuzo, Liu Baoding |
| Keywords: | decision, financial, programming: integer, programming: linear |
This paper attempts to model capital budgeting problems by a new technique of dependent-chance integer programming as well as dependent-chance multiobjective programming and goal programming. Some examples are provided to illustrate the potential applications in the area of capital budgeting. A stochastic simulation based genetic algorithm is also designed to solve both chance constrained integer programming and dependent-chance integer programming models.