[Show abstract][Hide abstract] ABSTRACT: In this paper a fuzzy linear programming model is presented for selecting the feasible project and obtaining budget at the end of tth period. The uncertainties of the real world are associated through fuzzy concepts and a linear programming model is proposed for modeling the uncertainty in data. The tax and depreciation are considered in the proposed model. Also, the investments are considered as investment projects. The model allows considering different rate of return for each year. Finally, to illustrate the model, a numerical example is solved.
International Journal of Operational Research 08/2012;