DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | Sung, Chang-Sup | - |
dc.contributor.advisor | 성창섭 | - |
dc.contributor.author | Song, Joo-Hyung | - |
dc.contributor.author | 송주형 | - |
dc.date.accessioned | 2011-12-14T04:07:27Z | - |
dc.date.available | 2011-12-14T04:07:27Z | - |
dc.date.issued | 2005 | - |
dc.identifier.uri | http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=243609&flag=dissertation | - |
dc.identifier.uri | http://hdl.handle.net/10203/40703 | - |
dc.description | 학위논문(석사) - 한국과학기술원 : 산업공학과, 2005.2, [ iii, 41 p. ] | - |
dc.description.abstract | This thesis deals with an investment scheduling problem for maximal net present value of dividend with reinvestment allowed, where each investment has certain capital requirement and deterministic positive profit. Deterministic profits are assumed to occur at completion of each investment and are divided into two parts, including dividend and reinvestment, at each predetermined reinvestment time point. The objective is to make optimal scheduling of investments over a fixed planning horizon which maximizes total sum of the net present values of dividends subject to investment precedence relations and capital limits but with reinvestment allowed. The proposed investment scheduling problem is transformed to a kind of parallel machine scheduling problem and formulated as an Integer Programming which is proven to be NP-complete in this thesis. Thereupon, a depth-first branch-and-bound algorithm is derived. To test the effectiveness and efficiency of the proposed algorithm, computational experiments are performed with some numerical instances. The experimental results show that the algorithm solves the problem relatively faster than the commercial software package (CPLEX 8.1), and optimally solves instances with up to 30 investments within a reasonable time limit. | eng |
dc.language | eng | - |
dc.publisher | 한국과학기술원 | - |
dc.subject | Investment Schedulingron mediatorring and Studies on Enantioselective Iodocyclization of g-Hydroxy-cis-Alkenesumina on | - |
dc.subject | the flow analysis of 100W-stack | - |
dc.subject | 전자전달 매개체한 연구와 감마 하이드록시 시스 알켄의 입체선택적인 요오드고리화 반응에 관한 연구?발광 물질 | - |
dc.subject | 투자계획소 | - |
dc.title | Investment scheduling for maximal net present value of dividend with reinvestment allowed | - |
dc.title.alternative | 재투자를 허용하는 조건에서 배당의 현재가치를 극대화하는 투자계획 | - |
dc.type | Thesis(Master) | - |
dc.identifier.CNRN | 243609/325007 | - |
dc.description.department | 한국과학기술원 : 산업공학과, | - |
dc.identifier.uid | 020033343 | - |
dc.contributor.localauthor | Sung, Chang-Sup | - |
dc.contributor.localauthor | 성창섭 | - |
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