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題名:A Multi-Criteria Decision Process for Fuzzy Project Investment Problems
書刊名:臺北科技大學學報
作者:邱垂昱
作者(外文):Chiu, Chui-yu
出版日期:1999
卷期:32:1
頁次:頁355-364
主題關鍵詞:多準則決策資金預算問題模糊理論Multi-criteria decisionCapital budgetingFuzzy set theory
原始連結:連回原系統網址new window
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     在實際的投資環境中,企業未來的經營往往不能事先確定,因此,專案投資決 策往往包含許多的不確定性。本研究以模糊多目標模式來表示專案投資問題,其目標函數包 含多個以模糊集合表示的企業經營目標,分枝定限法被應用來求解,以提供投資決策。我們 以實例描述這個模糊目標規定限法被應用來求解,以提供投資決策。我們以實例描述這個模 糊目標規劃的決策模式,結果顯示本模式能得到一個良好的解,使得企業現在與未來之經營 與投資效益,能同時達到最佳化的目標。
     In real-world investment decision, the future operation of business can not be certain. The project investment decisions involve much uncertainty. In our research, we use a fuzzy multi-objective model to represent the project investment problem. The objective function contains fuzzy multi-objectives of business operation. A branch and bound procedure is utilized to find out the decision solution. A numeric example is used to illustrate the decision process. The result shows that a good solution can be achieved which simultaneously optimize PW and horizon criteria.
期刊論文
1.Ignizio, J. P.(1982)。On the (re)discovery of Fuzzy Goal Programming。Decision Sciences,13,331-336。  new window
2.Buckley, J.(1987)。The Fuzzy Mathematics of Finance。Fuzzy Sets and Systems,21,257-273。  new window
3.Berhard, R. H.(1969)。Mathematical Programming Models for Capital Budgeting--A Survey, Generalization, and Critique。Journal of Financial and Quantitative Analysis,4(2),111-158。  new window
4.Buckley, J.(1992)。Solving Fuzzy Equations in Economics and Finance。Fuzzy Sets and Systems,48,289-296。  new window
5.Chiu, C. Y.、Park, C. S.(1994)。Fuzzy Cash Flow Analysis Using Present Worth Criterion。The Engineering Economist,39(2),113-138。  new window
6.Hannan, E. L.(1981)。On Fuzzy Goal Programming。Decision Sciences,12,522-531。  new window
7.Llena, J.(1985)。On Fuzzy Linear Programming。European Journal of Operational Research,22,216-223。  new window
8.Narasinhan, R.(1980)。Goal Programming in a Fuzzy Environment。Decision Sciences,11(2),325-326。  new window
9.Narasinhan, R.(1981)。On Fuzzy Goal Programming--Some Comments。Decision Sciences,12,532-538。  new window
10.Unger, V. E.(1974)。Duality Results for Discrete Capital Budgeting Models。The Engineering Economist,19(4),237-252。  new window
11.Zimmermann, H. J.(1978)。Fuzzy Programming and linear programming with several objective functions。Fuzzy Sets and Systems,1(1),45-55。  new window
12.Dubois, Didier、Prade, Henri(1978)。Operations on fuzzy numbers。International Journal of Systems Science,9(6),613-626。  new window
13.Zadeh, Lotfi Asker(1965)。Fuzzy sets。Information and Control,8(3),338-353。  new window
會議論文
1.Chu, T. C.(1994)。Fuzzy Stochastic Goal Programming。The 9th T. V. E. Conference of R. O. C.,345-350。  new window
圖書
1.Kaufmann, A.、Gupta, M. M.(1988)。Fuzzy Optimization an Mathematical Models in Engineering and Management Science。Elsevier Science Publishers B. V.。  new window
2.Park, C. S.、Gunter, S. P.(1990)。Advanced Engineering Economics。John Wiley & Sons。  new window
3.Sharp, G. P.(1983)。Extension of Bernhard's Capital Budgeting Model to the Quadratic and Nonlinear Case。Atlanta:School of Industrial and Systems Engineering, Georgia Institute of Technology。  new window
4.Weingartner, H. M.(1963)。Mathematical Programming and the Analysis of Capital Budgeting Problems。Englewood Cliffs, N. J.:Prentice-Hall。  new window
 
 
 
 
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