抄録
The objective of this paper is to build a real options model under hybrid uncertain environment of randomness and fuzziness. In order to well describe the real uncertain situation, we utilize fuzzy random variable as a tool to characterize future cash flows, and propose a new real options analysis approach by combing binomial lattice-based model with fuzzy random variable, as named fuzzy random real options analysis (FR-ROA). Then the proposed FR-ROA is applied to an R&D project problem under fuzzy random environment, and the relations of FR-ROA with the classical ROA and the fuzzy ROA are explicitly discussed, respectively.
| 本文言語 | English |
|---|---|
| ホスト出版物のタイトル | Proceedings of the 2009 International Conference on Machine Learning and Cybernetics |
| ページ | 694-699 |
| ページ数 | 6 |
| 巻 | 2 |
| DOI | |
| 出版ステータス | Published - 2009 |
| イベント | 2009 International Conference on Machine Learning and Cybernetics - Baoding 継続期間: 2009 7月 12 → 2009 7月 15 |
Other
| Other | 2009 International Conference on Machine Learning and Cybernetics |
|---|---|
| City | Baoding |
| Period | 09/7/12 → 09/7/15 |
ASJC Scopus subject areas
- 人工知能
- コンピュータ ビジョンおよびパターン認識
- ソフトウェア
- 制御およびシステム工学