A Chance-Constrained Goal Programming Model for Capital Budgeting
- 1 July 1982
- journal article
- research article
- Published by Taylor & Francis in Journal of the Operational Research Society
- Vol. 33 (7) , 635-638
- https://doi.org/10.1057/jors.1982.139
Abstract
A chance-constrained formulation is presented for a zero-one goal programming problem whose coefficients in the technological matrix are stochastic. The model is presented with a numerical example. A capital budgeting problem is taken for illustration.Keywords
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