线性研发项目选择问题:净现值的一种替代方案

The linear R&D project selection problem: an alternative to net present value

IEEE Transactions on Engineering Management · 1990
被引 36
ABS 3

中文导读

提出用多目标线性规划替代净现值法来评估跨期现金流项目,避免对决策者时间偏好的强假设,并以研发项目选择为例展示该方法。

Abstract

An alternative to the net present value (NPV) formulation of the objective in problems involving choice between cash flows over time is presented. This approach is illustrated in an R&D project selection problem. It is shown that the NPV formulation is a special case of optimizing a multiattribute value function. This special case requires restrictive assumptions about the decision-maker's preferences over time. The authors suggest instead that multiobjective linear programming methods be used to produce a set of nondominated solutions. This methodology is analytically tractable and requires no assumptions about the decision-maker's time preferences.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">&gt;</ETX>

研发项目选择净现值多目标线性规划决策分析