Optimization Model of Continuous-Stochastic of Multi-project And Multi-item Investment Combination Based on Net Present Value

摘要

By far there are a majority of studies on capital investment combination optimization based on the net present value limited to multi-project and single-term problem. In this paper, the multi-project and multi-term investment optimization programming model is studied based on the net present value, and do some research deeply about the continuous-stochastic number among the objective function and the constrained function. Because of the uncertainties of the continuous variables, the general expected value model is given and the method connected with genetic algorithm for solving the model is given. In the last ,the effectiveness of the algorithm is proved by numeric simulation.