| 基于期望值模型的虚拟企业风险规划研究 |
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| 引用本文： | 孟凡丽,卢福强.基于期望值模型的虚拟企业风险规划研究[J].科技管理研究,2010,30(13). |
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| 作者姓名： | 孟凡丽 卢福强 |
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| 作者单位： | 1. 沈阳理工大学经济管理学院,辽宁沈阳,110159
2. 天津工业大学管理学院,天津,300387 |
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| 摘 要： | 主要分析了虚拟企业所面临的风险因素具有随机性的特点,建立了虚拟企业风险规划的期望值模型.为了较好地处理模型中的随机变量,引入了蒙特卡罗模拟,并将其与粒子群算法相结合.仿真分析表明了期望值模型能够较好地刻画具有随机因素的风险规划问题,同时,所设计算法的性能也得到了验证.
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| 关 键 词： | 虚拟企业 风险规划 期望值模型 粒子群算法 蒙特卡罗模拟 |
Study on Risk Management of Virtual Enterprise Based on the Expected-value Model |
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| MENG Fanli,LU Fuqiang.Study on Risk Management of Virtual Enterprise Based on the Expected-value Model[J].Science and Technology Management Research,2010,30(13). |
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| Authors: | MENG Fanli LU Fuqiang |
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| Institution: | MENG Fanli1,LU Fuqiang2(1.School of Economic and Management,Shenyang Science and Technology University,Shenyang 110159,Liaoning,2.College of Management,Tianjin Polytechnic University,Tianjin 300387) |
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| Abstract: | The paper analyses the uncertainties in the risk of virtual enterprise(VE),which are described as random variables,the stochastic programming theory is applied and an expected value model for risk management is proposed.The uncertainties and the accurate conditions of the problem can be described in this kind of model.A Monte Carlo Simulation combined Particle Swarm Optimization is designed to solve the model,since the Monte Carlo simulation is a very effective method to deal with random variables.The simul... |
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| Keywords: | virtual enterprise risk management expected-value model particle swarm optimization Mont Carlo simulation |
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