CAJ | 학술논문

描述了单位投资收益和单位投资风险是不确定变量时的投资问题。根据不同的决策准则，应用不确定理论建立了了两个新模型，即不确定期望值目标规划模型和不确定机会约束目标规划模型。为能简便快捷的求解模型，基于不确定理论的运算法则，将两种不确定模型转化为其清晰等价形式。最后通过1个数值例子说明了用不确定规划解决不确定投资问题的合理性与有效性。
묘술료단위투자수익화단위투자풍험시불학정변량시적투자문제。근거불동적결책준칙，응용불학정이론건립료료량개신모형，즉불학정기망치목표규화모형화불학정궤회약속목표규화모형。위능간편쾌첩적구해모형，기우불학정이론적운산법칙，장량충불학정모형전화위기청석등개형식。최후통과1개수치례자설명료용불학정규화해결불학정투자문제적합이성여유효성。
Investment problems are described in uncertain environment when the unit profits and the u-nit risks are supposed to be uncertain variables. Then,with different criteria,two new models are construct-ed on the basis of uncertainty theory,i.e.,expected value goal programming model and chance constrained goal programming model. Moreover,with help of the operational law of uncertainty theory, the crisp equiva-lents are derived to solve the models more simply and faster. Finally,a numerical example is given for il-lustrating the rationality and effectiveness with uncertain programming to solve the uncertain investment problems.