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考虑风险相关性的工程项目多目标风险决策

         

摘要

本文通过考虑风险控制成本和风险损失等多个目标对决策结果的影响,建立了工程项目风险多目标优化决策模型.从风险造成的损失的研究视角出发,通过度量风险因素之间的相关性损失,并进一步将风险之间的相关性考虑到模型中去,建立考虑工程项目风险之间相关性的多目标优化决策模型.通过用多目标粒子群算法对模型进行求解,并针对一个工程项目的风险控制问题进行分析,分析结果表明:可以根据实际项目的风险控制成本对风险的控制做出有效决策,同时在考虑了相关性的前提下,提高了模型优化结果的适用性.%A mathematical model for multi-objective decision-making of project risk management was set up by considering risk control cost and risk loss which had an impact to decision-making. To build a model which included the correlation of risks , this paper focused on the loss caused by risks and further appended the correlation to the model. The multi-objective particle swarm optimization was applied to solve the risk control model. Through the analysis of the risk-controlling problem of an engineering project, the results indicate a better decision can be made by the risk controlling according to the actual risk control cost in a practical project. Moreover, the applicability of model optimization results can be improved with the consideration of correlation.

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