Interactive Multiple Goal Programming Applications to Financial Planning

Interactive Multiple Goal Programming Applications to Financial Planning / by J. Spronk.

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Bibliographic Details
Main Author: Spronk, J. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Dordrecht : Springer Netherlands : Imprint: Springer, 1981.
Edition:1st ed. 1981.
Series:International Series in Management Science Operations Research
Springer eBook Collection.
Subjects:
Operations research.
Decision making.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • 1. Introduction
  • 1.1. Motivation
  • 1.2. Scope of the Study
  • 1.3. Outline of the Contents
  • References
  • 2. Multiple Goals in Capital Budgeting and Financial Planning
  • 2.1. Introduction
  • 2.2. Constraints in Capital Budgeting and Financial Planning
  • 2.3. The Goal of Market Value Maximization
  • 2.4. Assumptions with Respect to the Decision Maker and the Organization
  • 2.5. The Firm’s Market Value as One of the Elements in a Dynamic Goal Complex
  • References
  • 3. A Survey of Multiple Criteria Decision Methods
  • 3.1. Terminology and Basic Concepts
  • 3.2. Decision Problems and Methods
  • 3.3. Some Characteristics of Decision Problems
  • 3.4. A General Overview of Available Methods
  • 3.5. An Overview of Multiple Objective Programming Methods
  • 3.6. Conclusion
  • References
  • 4. Goal Programming
  • 4.1. General Formulation
  • 4.2. The Objective Function
  • 4.3. Solution Procedures
  • 4.4. An Adapted Simplex Procedure
  • 4.5. Concluding Remarks
  • References
  • 5. Interactive Multiple Objective Programming Methods
  • 5.1. Features of an Interactive Approach
  • 5.2. Elements of Interactive Methods
  • 5.3. The Need of an Interactive Variant of Goal Programming
  • 5.4. Interactive Goal Programming Methods
  • 5.5. Conclusion
  • References
  • 6. Interactive Multiple Goal Programming
  • 6.1. Definitions and Assumptions
  • 6.2. Description of the Procedure
  • 6.3. IMGP in Linear Terms
  • 6.4. Existence, Feasibility, Uniqueness and Convergency
  • 6.5. Concluding Remarks
  • Appendix 6.a. Suitable Starting Solutions
  • References
  • 7. IMGP in Practice: Examples and Experiences
  • 7.1. Two Simple Examples
  • 7.2. Experiments with an Imaginary Decision Maker
  • 7.3. Some Empirical Results
  • 7.4. IMGP Applied to Discrete Decision Problems
  • 7.5. Conclusions
  • Appendix 7.a. Computer Program Used for the Experiments with an Imaginary Decision Maker
  • Appendix 7.b. An Operational Computer Program for IMGP
  • References
  • 8. Capital Budgeting and Financial Planning with Multiple Goals
  • 8.1. A Brief Survey of the Literature
  • 8.2. Large Numbers of Goal Variables
  • 8.3. Goal Variables Requiring Special Treatment
  • 8.4. Indivisibility of Projects
  • 8.5. Conclusion
  • References
  • 9. Using IMGP for a Financial Planning Model: An Illustration
  • 9.1. Introductory Remarks
  • 9.2. Description of the Model
  • 9.3. Selection of a Financial Plan (Continuous Case)
  • 9.4. Selection of a Financial Plan (Discrete Case)
  • 9.5. Conclusion
  • References
  • 10. Evaluation
  • 10.1. Implementation of IMGP
  • 10.2. Main Advantages of IMGP
  • 10.3. Some Disadvantages and Areas for Further Research
  • 10.4. Concluding Remarks
  • References
  • Author Index.

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