| 随机模糊折现现金流融资决策模型建立及求解 |
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| 引用本文： | 路静敏,唐万生. 随机模糊折现现金流融资决策模型建立及求解[J]. 哈尔滨工业大学学报(社会科学版), 2006, 8(5): 108-112 |
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| 作者姓名： | 路静敏 唐万生 |
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| 作者单位： | 天津大学,系统工程研究所,天津,300072;天津大学,系统工程研究所,天津,300072 |
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| 摘 要： | 企业未来投资收益既具有随机性又表现出一定的模糊性,而将未来单位资本投资收益率定义为随机模糊变量,按照企业发展的特点将其分为低、中、高三个阶段,并在随机模糊环境下建立了融资决策模型,最后利用基于随机模糊模拟的SPSA算法对模型进行求解,结合算例对算法的有效性进行了解释。
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| 关 键 词： | 随机模糊 投资收益率 融资决策 SPSA算法 |
| 文章编号： | 1009-1971(2006)05-0108-05 |
| 修稿时间： | 2005-10-20 |
Random- Fuzzy DCF Financial Decision Model and Solution |
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| LU Jing-min,TANG Wan-sheng. Random- Fuzzy DCF Financial Decision Model and Solution[J]. Journal of Harbin Institute of Technology(Social Sciences Edition), 2006, 8(5): 108-112 |
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| Authors: | LU Jing-min TANG Wan-sheng |
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| Abstract: | The firm's future yield contains not only stochastic character but also fuzzy character.In this paper,the future unit capital investment yield is characterized as a random-fuzzy variable,which according to the trait of corporate can be divided as follows: high yield,medium yield and low yield.The DCF financial decision model is developed in random-fuzzy circumstance.At last,the SPSA algorithm based on random-fuzzy simulation is given to solve the model,and one case is provided to illustrate the effectiveness of the proposed algorithm. |
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| Keywords: | random-fuzzy investment return financial decision SPSA algorithm |
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