Optimal multinational capital budgeting under uncertainty

DOI10.1016/j.camwa.2011.10.035zbMath1236.91095MaRDI QIDQ2429106

Qun Zhang, Xiaoxia Huang, Leming Tang

Publication date: 22 April 2012

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2011.10.035

zbMATH Keywords

project selection; uncertain programming; capital budgeting; multinational capital budgeting

Mathematics Subject Classification ID

90C15: Stochastic programming

91B38: Production theory, theory of the firm

Related Items

Project selection and scheduling with uncertain net income and investment cost, A robust approach to the decision rules of NPV and IRR for simple projects, A risk index model for multi-period uncertain portfolio selection, Mean-risk model for uncertain portfolio selection with background risk, Mean-chance model for portfolio selection based on uncertain measure, Optimal multinational project adjustment and selection with random parameters

Cites Work

• A multiobjective evolutionary approach for linearly constrained project selection under uncertainty
• A fuzzy approach to R{\&}D project portfolio selection
• Existence and uniqueness theorem for uncertain differential equations
• Multi-objective decision analysis for competence-oriented project portfolio selection
• Fuzzy capital rationing model
• Optimal project selection when borrowing and lending rates differ
• On the convergence of uncertain sequences
• Chance-constrained programming models for capital budgeting with NPV as fuzzy parameters
• Credibility-based chance-constrained integer programming models for capital budgeting with fuzzy parameters
• UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
• ON LIU'S INFERENCE RULE FOR UNCERTAIN SYSTEMS
• A Chance-Constrained Goal Programming Model for Capital Budgeting
• SOME PROPERTIES OF CONTINUOUS UNCERTAIN MEASURE
• Uncertainty theory