带有VaR方法的模糊NPV模型及其混合智能算法

摘要

Based on credibility theory, this paper establishes a class of NPV model with fuzzy VaR method and designs hybrid intelligent algorithm, which contains approximation approach, neuron network and genetic algorithm, to solve the proposed model. A numerical example is presented to illustrate the effectiveness of the model and algorithm. The sensitivity analysis of optimal solution will be done through changing the credibility level of the objective function and credibility constraint.%基于可信性理论建立一类带有模糊VaR方法的NPV模型，并设计含有逼近方法、神经网络和遗传算法的混合智能算法对提出的模型进行求解。给出一个数值例子表明模型和算法的有效性。通过改变目标函数和可信性约束中的可信性水平对最优解进行灵敏度分析。