A Chance-Constrained Goal Programming Model for Capital Budgeting

DOI10.2307/2581726MaRDI QIDQ3944355zbMATH OpenOpenAlexFDO

Authors

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

Stochastic programming (90C15) Boolean programming (90C09)

Cited in

(12)

• 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
• Application of goal programming in project selection decision -- a case study from the Indian coal mining industry
• Stochastic goal programming: A mean-variance approach
• A gradient algorithm for chance constrained nonlinear goal programming
• Decision-maker's preferences modeling in the stochastic goal programming
• 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
• Decision-maker's preferences modelling within the goal-programming model: a new typology
• Parametric nonlinear integer programming: The right-hand side case

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