| 考虑外部效应与风险因素的多项目优化模型及应用 |
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| 引用本文： | 王值仲,罗瑾琏,李思宏,程述. 考虑外部效应与风险因素的多项目优化模型及应用[J]. 数学的实践与认识, 2010, 40(3) |
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| 作者姓名： | 王值仲 罗瑾琏 李思宏 程述 |
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| 作者单位： | 同济大学经济与管理学院,上海,200092 |
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| 摘 要： | 多项目的组合优化与资源分配优化,实质上是经济学中资源配置与利用问题.运用经济学与管理学的相关理论和定量研究方法,建立了外部效应估算模型、项目评价模型、风险估算模型、多项目组合优化模型和关于资源分配优化的两层决策模型.相关模型的应用实例研究,说明了该模型的有效性.
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| 关 键 词： | 外部效应 风险 项目组合优化 资源分配优化 经济模型 |
Multi-project Optimization Model and Its Application Considering Externality Effect and Risk Factors |
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| WANG Zhi-zhong,LUO Jin-lian,LI Si-hong,CHENG Shu. Multi-project Optimization Model and Its Application Considering Externality Effect and Risk Factors[J]. Mathematics in Practice and Theory, 2010, 40(3) |
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| Authors: | WANG Zhi-zhong LUO Jin-lian LI Si-hong CHENG Shu |
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| Affiliation: | WANG Zhi-zhong,LUO Jin-lian,LI Si-hong,CHENG Shu (School of Economics & Management Tongji University,Shanghai 200092,China) |
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| Abstract: | Project portfolio optimization and resources allocation optimization of multiproject is in fact a problem of resources allocation and utilization in Economics.Using related theories in Economics & Management and quantitative research methods,the paper has proposed mathematical models of externality effect,project appraisal,risk analysis,multiproject portfolio optimization and a bi-level decision making model for resources allocation optimization.Effectiveness of related model is illustrated by its practical... |
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| Keywords: | externality effect risk project portfolio optimization resources allocation optimization economic models |
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