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虚拟企业的柔性、成员的多样性及其分布性等特征为其带来了众多风险,虚拟企业的风险管理已经成为其运作中的一个重要问题。考虑虚拟企业的风险中的随机因素,如风险发生的概率、造成后果的概率和控制风险的费用等,将其描述为随机变量,提出了一个虚拟企业风险管理的随机规划模型。具体来说,该模型是一个机会约束规划模型,运用此类模型可以比较好的描述管理者的风险偏好。为了求解该随机规划模型,引入蒙特卡罗模拟来处理模型中的随机变量,设计了嵌入蒙特卡罗模拟的粒子群算法。仿真分析表明了该算法的有效性。
The characteristics of virtual enterprises such as flexibility, diversity of members and their distribution bring many risks. The risk management of virtual enterprises has become an important issue in its operation. Considering the random factors in the risk of virtual enterprise, such as the probability of occurrence of risk, the probability of causing the consequence and the cost of controlling the risk, it is described as a stochastic variable, and a stochastic programming model of virtual enterprise risk management is proposed. Specifically, the model is a chance-constrained programming model that can be used to better describe managers’ risk appetite. In order to solve the stochastic programming model, Monte Carlo simulation is introduced to deal with the random variables in the model. Particle swarm optimization algorithm based on Monte Carlo simulation is designed. Simulation analysis shows the effectiveness of the algorithm.