网络计划类项目风险元传递理论研究
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摘要
本文针对国内外研究的现状与存在的问题，研究了风险元传递理论在网络计划类项目中的模型和应用。通过将风险元传递理论与随机网络模型中的GERT算法相结合进行研究，运用信号流图推导了网络计划项目中的风险元传递函数关系，研究了用矩母函数计算网络计划工序风险元概率分布的数学模型和网络计划的仿真方法，为计算机程序的开发奠定了理论基础。并将遗传算法引入到网络计划风险元传递的模拟中，探讨了其在网络资源优化中的流程算法。最后，通过对实际网络计划项目进行的分析计算，证明了风险元传递解析法和遗传算法仿真的一致性和可行性。
Against to the existing condition and problems of this study field, this paper studied the model and application of risk element transfer theory in network planning project. Based on GERT, it deduced the function of risk element transfer in network planning project by using signal flow graph. It researched the mathematical models of process risk element probability distribution and simulation algorithm computed by moment generation function, which laid the theoretical foundation of software. It simulated risk element transferring in network planning project with Genetic Algorithms and studied the flow of optimizing the project. At last, it proved the consistency and feasibility between risk element transfer algorithm and stimulation using GA through empirical analysis in actual network planning project.
Against to the existing condition and problems of this study field, this paper studied the model and application of risk element transfer theory in network planning project. Based on GERT, it deduced the function of risk element transfer in network planning project by using signal flow graph. It researched the mathematical models of process risk element probability distribution and simulation algorithm computed by moment generation function, which laid the theoretical foundation of software. It simulated risk element transferring in network planning project with Genetic Algorithms and studied the flow of optimizing the project. At last, it proved the consistency and feasibility between risk element transfer algorithm and stimulation using GA through empirical analysis in actual network planning project.
引文
[1] Chapman C.B, Cooper D.F. Risk Analysis for Large Projects: Models, Methods and Cases. John Wiley & Sons, 1987
[2] Claudio Moraga, Chongfu Huang. A Fuzzy Risk Model and its Matrix Algorithm. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 2002, 3(8): 13-15
[3] Prasanta kumar Dey. Decision Support System for Risk Management: A case Study. Management Decision, 2001, 4(4): 43-46
[4] Hogan J.T. A study of the salient factors involved in venture capital investment decision in technology based ventures. The Union Institute, 1992
[5] Antonio Cordoba, Raymond Brummelhuis, Maite Quintanilla. Principal Component Value at Risk, International Journal of Theoretical and Applied Finance, 2000, 9(3): 22-24
[6] 李存斌．通用型广义项目目标风险分析理论模型研究的新思路．技术经济，2004．7：56-58
[7] 李林，李树丞．风险因素与项目总工期的相关性研究．数量经济技术经济研究，2002，1：105-108
[8] 徐哲，冯允成．网络计划进度的风险分析．系统工程理论与实践，1998，4：18-22
[9] 汤庸．Project管理教程．北京：中国大地出版社，1998
[10] 汪荣鑫．数理统计．西安：西安交通大学出版社，2003
[11] 李敏强．遗传算法的基本原理及其应用．北京：科学出版社，2002
[12] 刘筱驹，王越．系统集成项目的工期风险传递算法及评价控制．运筹与管理，2004，1：38-43
[13] 王小平．遗传算法-理论／应用与软件实现．西安：西安交通大学出版社，2002
[14] 程国平．实用网络计划技术．武汉：华中理工大学出版社，1999
[15] 白思俊．网络计划的计算机辅助分析．西安：陕西科技出版社，2001
[16] 王首绪．非数字并行算法对多种资源均衡优化研究．中国公路学报，2001，7：38-40
[17] 王首绪，遗传算法优化施工网络计划的多种资源均衡．重庆交通学院学报，2001，6：50-54
[18] 林志荣．网络计划中的资源均衡优化的研究．中国管理科学，2000，9：66-70
[19] 张连营．遗传算法在工程项目资源优化中的应用．天津大学学报，2001，3：43-47
[20] 田军．利用遗传算法优化施工网络计划．系统工程理论与实践，1999，5：17-22
[21] 王健，刘尔烈．工程项目管理中工期—成本—质量综合均衡优化．系统工程学报，2004，2：70-72
[22] 戴建国．活动网络资源均衡问题及其遗传算法．系统工程学报，1996，11：55-58
[23] 张连营．工程项目资源优化的遗传算法．中国港湾建设，2001，1：78-80
[24] 仲景冰．“工期固定，资源均衡”优化的动态规划法．武汉城市建设学院学报，2000，6：11-14
[25] 蒋泽军．模糊数学教程．北京：国防工业出版社，2004
[26] 冯允成．活动网络分析．北京：北京航空航天大学出版社，1991：50-126
[27] 王卓甫．工程项目风险管理．北京：中国水利水电出版社，2003
[28] 邬晓光．桥梁施工网络计划限定资源时优化研究．西安公路交通大学学报，1997，3：56-59
[29] 李存斌，徐泳久．论水利水电工程建设项目经济评价指标风险(概率)分析的解析方法．技术经济，1992，2：32-37
[30] 田军，寇纪松，李敏强．利用遗传算法优化施工网络计划．系统工程理论与实践，1999，19(5)：78-82
[31] Williams, Terry. The contribution of mathematical modeling to the practice of project management. IMA Journal Management Mathematics, 2003,1(14): 3-30
[32] Gayatri B. Kumar V.S.S. Construction planning beyond critical path. Journal of the Institution of Engineers, 2002,6(83): 25-31
[33] Rand, Graham K. Critical Chain: The theory of constraints applied to project management. International Journal of Project Management, 2000,6(18):173-177
[34] Glodberg D.E. Genetic algorithms in search optimization and machine learning. Addison Wesley, 1989
[35] Chan W.T, David K.H Chua, Govindom Kannan. Construction resource scheduling with genetic algorithms. Journal of Construction Engineering and Management, 1996,6:126-132
[36] Stephen Ward, Chris Chapman. Transforming project risk management into project uncertainty management. International Journal of Project Management, 2003,21:97-105
[37] Chris Chapman, Stephen Ward. Why risk efficiency is a key aspect of best practice projects. International Journal of Project Management, 2004,22: 619-632
[38] Linda Wallace. Understanding software project risk a cluster analysis, Information & Management, 2004,42:115-125
[39] A. Sinan Cebenoyan. Risk management, capital structure and lending at banks, Journal of Banking & Finance, 2004, 28:19 - 43
[40] T. Nilsena, T. Avenb. Models and model uncertainty in the context of risk analysis. Reliability Engineering and System Safety, 2003, 79:309 - 317
[41] Mario Onoratoa, Edward I. Altman. An integrated pricing model for defaultable loans and bonds. European Journal of Operational Research, 2005,163:65 - 82
[42] Kristin Kuntz-Duriseti. Evaluating the economic value of the precautionary principle:using cost benefit analysis to place a value on precaution. Environmental Science & Policy, 2004, 7:291 - 301
[2] Claudio Moraga, Chongfu Huang. A Fuzzy Risk Model and its Matrix Algorithm. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 2002, 3(8): 13-15
[3] Prasanta kumar Dey. Decision Support System for Risk Management: A case Study. Management Decision, 2001, 4(4): 43-46
[4] Hogan J.T. A study of the salient factors involved in venture capital investment decision in technology based ventures. The Union Institute, 1992
[5] Antonio Cordoba, Raymond Brummelhuis, Maite Quintanilla. Principal Component Value at Risk, International Journal of Theoretical and Applied Finance, 2000, 9(3): 22-24
[6] 李存斌．通用型广义项目目标风险分析理论模型研究的新思路．技术经济，2004．7：56-58
[7] 李林，李树丞．风险因素与项目总工期的相关性研究．数量经济技术经济研究，2002，1：105-108
[8] 徐哲，冯允成．网络计划进度的风险分析．系统工程理论与实践，1998，4：18-22
[9] 汤庸．Project管理教程．北京：中国大地出版社，1998
[10] 汪荣鑫．数理统计．西安：西安交通大学出版社，2003
[11] 李敏强．遗传算法的基本原理及其应用．北京：科学出版社，2002
[12] 刘筱驹，王越．系统集成项目的工期风险传递算法及评价控制．运筹与管理，2004，1：38-43
[13] 王小平．遗传算法-理论／应用与软件实现．西安：西安交通大学出版社，2002
[14] 程国平．实用网络计划技术．武汉：华中理工大学出版社，1999
[15] 白思俊．网络计划的计算机辅助分析．西安：陕西科技出版社，2001
[16] 王首绪．非数字并行算法对多种资源均衡优化研究．中国公路学报，2001，7：38-40
[17] 王首绪，遗传算法优化施工网络计划的多种资源均衡．重庆交通学院学报，2001，6：50-54
[18] 林志荣．网络计划中的资源均衡优化的研究．中国管理科学，2000，9：66-70
[19] 张连营．遗传算法在工程项目资源优化中的应用．天津大学学报，2001，3：43-47
[20] 田军．利用遗传算法优化施工网络计划．系统工程理论与实践，1999，5：17-22
[21] 王健，刘尔烈．工程项目管理中工期—成本—质量综合均衡优化．系统工程学报，2004，2：70-72
[22] 戴建国．活动网络资源均衡问题及其遗传算法．系统工程学报，1996，11：55-58
[23] 张连营．工程项目资源优化的遗传算法．中国港湾建设，2001，1：78-80
[24] 仲景冰．“工期固定，资源均衡”优化的动态规划法．武汉城市建设学院学报，2000，6：11-14
[25] 蒋泽军．模糊数学教程．北京：国防工业出版社，2004
[26] 冯允成．活动网络分析．北京：北京航空航天大学出版社，1991：50-126
[27] 王卓甫．工程项目风险管理．北京：中国水利水电出版社，2003
[28] 邬晓光．桥梁施工网络计划限定资源时优化研究．西安公路交通大学学报，1997，3：56-59
[29] 李存斌，徐泳久．论水利水电工程建设项目经济评价指标风险(概率)分析的解析方法．技术经济，1992，2：32-37
[30] 田军，寇纪松，李敏强．利用遗传算法优化施工网络计划．系统工程理论与实践，1999，19(5)：78-82
[31] Williams, Terry. The contribution of mathematical modeling to the practice of project management. IMA Journal Management Mathematics, 2003,1(14): 3-30
[32] Gayatri B. Kumar V.S.S. Construction planning beyond critical path. Journal of the Institution of Engineers, 2002,6(83): 25-31
[33] Rand, Graham K. Critical Chain: The theory of constraints applied to project management. International Journal of Project Management, 2000,6(18):173-177
[34] Glodberg D.E. Genetic algorithms in search optimization and machine learning. Addison Wesley, 1989
[35] Chan W.T, David K.H Chua, Govindom Kannan. Construction resource scheduling with genetic algorithms. Journal of Construction Engineering and Management, 1996,6:126-132
[36] Stephen Ward, Chris Chapman. Transforming project risk management into project uncertainty management. International Journal of Project Management, 2003,21:97-105
[37] Chris Chapman, Stephen Ward. Why risk efficiency is a key aspect of best practice projects. International Journal of Project Management, 2004,22: 619-632
[38] Linda Wallace. Understanding software project risk a cluster analysis, Information & Management, 2004,42:115-125
[39] A. Sinan Cebenoyan. Risk management, capital structure and lending at banks, Journal of Banking & Finance, 2004, 28:19 - 43
[40] T. Nilsena, T. Avenb. Models and model uncertainty in the context of risk analysis. Reliability Engineering and System Safety, 2003, 79:309 - 317
[41] Mario Onoratoa, Edward I. Altman. An integrated pricing model for defaultable loans and bonds. European Journal of Operational Research, 2005,163:65 - 82
[42] Kristin Kuntz-Duriseti. Evaluating the economic value of the precautionary principle:using cost benefit analysis to place a value on precaution. Environmental Science & Policy, 2004, 7:291 - 301