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讨论了企业运用自有资金及银行贷款进行投资时的资金预算问题,与以往的研究不同,本文假设投资支出、年投资收益以及银行贷款都为随机变量,而且,文章的研究并不要求待选的投资项目具有相同的投资期或具有相同的寿命周期.给出了随机环境下净现值收益的期望值模型及期望值目标规划模型,并设计了基于随机模拟的遗传算法,给出了模型的一般解决方法,此外,还提供了两个数值例子,用以说明建模思想,并例证算法的有效性.
Discusses the capital budget when enterprises use their own funds and bank loans to invest. Different from the previous studies, this paper assumes that investment expenditure, annual investment income and bank loans are all random variables. Moreover, the study of the article does not require waiting Of investment projects have the same investment period or the same life cycle.The expectation model of net present value return under random environment and the expectation value target programming model are given.The genetic algorithm based on stochastic simulation is designed and the general The solution, in addition, provides two numerical examples to illustrate the modeling idea and to demonstrate the effectiveness of the algorithm.