Fuzzy mathematical programming applied to the Lorie-Savage problem
Romero Cortés, José C.
Reyes, Manuel de los
Sánchez, José Luis
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"The capital budgeting problem, formulated and partially solved by Lorie-Savage (1955), to choose projects when the capital budget is fixed, maximizing the net present value, is in this paper formulated applying fuzzy mathematical programming, expanding the approach used by H. Martin Weingartner (1967)."