Fuzzy Capital Rationing Models

Baş E., Kahraman C.

FUZZY ENGINEERING ECONOMICS WITH APPLICATIONS, cilt.233, ss.359-380, 2008 (Scopus) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 233
  • Basım Tarihi: 2008
  • Dergi Adı: FUZZY ENGINEERING ECONOMICS WITH APPLICATIONS
  • Derginin Tarandığı İndeksler: Scopus, zbMATH
  • Sayfa Sayıları: ss.359-380
  • İstanbul Teknik Üniversitesi Adresli: Evet

Özet

Addressing uncertainty in Lorie-Savage and Weingartner capital rationing models has been considered in the literature with different approaches. Stochastic and robust approach to Weingartner capital rationing problem are examples of non-fuzzy approaches. In this chapter, we provide examples of fuzzy approach to Lorie-Savage problem, and illustrate the models with numerical examples. The solution of the generic models requires evolutionary algorithms; however for the models with triangular or trapezoidal fuzzy numbers, branch-and-bound method has been suggested to be sufficient.