A robust approach to the decision rules of NPV and IRR for simple projects
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Publication:371484
DOI10.1016/j.amc.2012.12.031zbMath1275.91040OpenAlexW2053767870MaRDI QIDQ371484
Publication date: 10 October 2013
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2012.12.031
Decision theory (91B06) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04)
Cites Work
- Robust net present value
- Chebyshev pseudospectral method for wave equation with absorbing boundary conditions that does not use a first order hyperbolic system
- Fuzzy capital rationing model
- Robust solutions of linear programming problems contaminated with uncertain data
- Fuzzy net present values for capital investments in an uncertain environment
- Fuzzy capital budgeting
- Optimal multinational capital budgeting under uncertainty
- Chance-constrained programming models for capital budgeting with NPV as fuzzy parameters
- The Price of Robustness
- Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
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