复杂系统风险管理探索式研究
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摘要
本文基于国内外风险管理理论和应用研究的已有成果,针对复杂系统管理的特点,从方法论的角度,将等级全息建模法、蒙特卡罗仿真模拟、模糊综合评价法、替代值多目标权衡分析以及多目标风险影响分析法探索式地引入到复杂系统的风险管理研究中,为拓展该领域理论和应用的广度及深度增强了更具实现的可能性,为跨学科的系统风险管理实践提供了有力的支撑。
本文主要研究内容及成果有以下几个方面:
(1)在总结风险辨识传统方法的基础上,针对实际复杂系统存在多重等级结构的特征,将等级全息建模法引入到本文研究中,为克服在大规模系统风险建模中存在的弱点开辟了思路。
(2)在对比传统的风险估计和评估量化技术的基础上,蒙特卡罗仿真模拟与模糊综合评价法的引入深化了风险估计和评估阶段分析技术的深度,并将两者的算法思路进行了详细阐述,体现了它们在计算机信息技术的支撑下强大的数值计算优势。
(3)从方法论的角度,将拥有广阔前景的替代值多目标权衡分析法和多目标风险影响分析法探索式地应用于风险决策中,并结合目前备受关注的自然灾害极端事件风险管理问题,以皮纳图博火山泥流灾害的真实案例为依据,展示了替代值多目标权衡分析法在风险决策中的有效性和优越性。
(4)结合项目管理中宝贵的风险应对及监控历史经验,详细深入地阐述了该阶段常用的各种措施及策略,为复杂系统风险应急预案及全过程监控系统的完善,提供了很有实用价值的参考。
Based on international and national risk management theory and application results as well as characteristics of complex systems, hierarchical holographic modeling, monte carlo simulation, fuzzy comprehensive evaluation, surrogate worth trade-off method and multiobjective risk impact analysis are exploringly and methodologically introduced into risk management research of complex systems for exploring the extent and depth of theory and application about this field, and increasing their possibilities. Moreover, these methods will give strong support for multidisciplinary system risk management.
The main contents and achievements of this paper are as follows:
(1) Based on summary of traditional risk estimate, hierarchical holographic modeling is introduced in this research for multiscale structural characteristics of real complex systems. This action will pioneer thinking for conquering some weakness of large system risk modeling.
(2) Based on contrasting traditional risk estimate and evaluation techniques, the introduction of monte carlo simulation and fuzzy comprehensive evaluation deepens the depth of analytical techniques used in risk estimate and evaluation process. This paper detailedly discusses their arithmetic programs as embodies their powerful numerical computation advantage when they get support from computer information technologies.
(3) Methodologically, valuable surrogate worth trade-off method and multiobjective risk impact analysis are exploringly introduced in risk decision. Considering attention-getting risk management issues of natural disaster extreme events, this research reveals validity and advantage of surrogate worth trade-off method applied in risk decision, when using Pinatubo Mount as the case.
(4) Combining valuable historical experience of risk control and supervision in project management, this research deeply discusses many kinds of methods and strategies usually used in this phase, and supplies inspiration for perfecting complex system risk emergency measure and supervision systems.
本文主要研究内容及成果有以下几个方面:
(1)在总结风险辨识传统方法的基础上,针对实际复杂系统存在多重等级结构的特征,将等级全息建模法引入到本文研究中,为克服在大规模系统风险建模中存在的弱点开辟了思路。
(2)在对比传统的风险估计和评估量化技术的基础上,蒙特卡罗仿真模拟与模糊综合评价法的引入深化了风险估计和评估阶段分析技术的深度,并将两者的算法思路进行了详细阐述,体现了它们在计算机信息技术的支撑下强大的数值计算优势。
(3)从方法论的角度,将拥有广阔前景的替代值多目标权衡分析法和多目标风险影响分析法探索式地应用于风险决策中,并结合目前备受关注的自然灾害极端事件风险管理问题,以皮纳图博火山泥流灾害的真实案例为依据,展示了替代值多目标权衡分析法在风险决策中的有效性和优越性。
(4)结合项目管理中宝贵的风险应对及监控历史经验,详细深入地阐述了该阶段常用的各种措施及策略,为复杂系统风险应急预案及全过程监控系统的完善,提供了很有实用价值的参考。
Based on international and national risk management theory and application results as well as characteristics of complex systems, hierarchical holographic modeling, monte carlo simulation, fuzzy comprehensive evaluation, surrogate worth trade-off method and multiobjective risk impact analysis are exploringly and methodologically introduced into risk management research of complex systems for exploring the extent and depth of theory and application about this field, and increasing their possibilities. Moreover, these methods will give strong support for multidisciplinary system risk management.
The main contents and achievements of this paper are as follows:
(1) Based on summary of traditional risk estimate, hierarchical holographic modeling is introduced in this research for multiscale structural characteristics of real complex systems. This action will pioneer thinking for conquering some weakness of large system risk modeling.
(2) Based on contrasting traditional risk estimate and evaluation techniques, the introduction of monte carlo simulation and fuzzy comprehensive evaluation deepens the depth of analytical techniques used in risk estimate and evaluation process. This paper detailedly discusses their arithmetic programs as embodies their powerful numerical computation advantage when they get support from computer information technologies.
(3) Methodologically, valuable surrogate worth trade-off method and multiobjective risk impact analysis are exploringly introduced in risk decision. Considering attention-getting risk management issues of natural disaster extreme events, this research reveals validity and advantage of surrogate worth trade-off method applied in risk decision, when using Pinatubo Mount as the case.
(4) Combining valuable historical experience of risk control and supervision in project management, this research deeply discusses many kinds of methods and strategies usually used in this phase, and supplies inspiration for perfecting complex system risk emergency measure and supervision systems.
引文
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[9]FIDIC.风险管理手册(中国工程咨询协会编译).北京:中国计划出版社,2001
[10]胡宣达,沈厚才.风险管理学基础—数理方法.南京:东南大学出版社,2001
[11]白思俊.现代项目管理.北京:机械丁业出版社,2002
[12]美国防务系统管理学院.国防采办风险管理.北京:军用标准化中心,2000
[13]卢有杰,卢家仪.项目风险管理.北京:清华大学出版社,1998
[14]阎文周.工程项目管理实务手册.北京:中国建筑工业出版社,2001
[15]Elaine M.Hall著.风险管理—软件系统开发方法.王海鹏等译.北京:清华大学出版社,2002
[16]刘诗飞,詹予忠.重大危险源辨识及危害后果分析.北京:化学工业出版社,2004
[17]Haimes,Y.Y.,Total risk management,Risk Analysis 11(2),169-171
[18]郑子云,司徒永富.企业风险管理.北京:商务印书馆,2002
[19]王诚.竞争策略与风险管理.北京:商务印书馆,1997
[20]John Raftery著,项目管理风险分析.李清立译.北京:机械工业出版社,2003
[21]汪应洛.系统工程理论、方法与应用(第二版).北京:高等教育出版社,1998
[22]Boulding,K.E..The Organizational Revolution.Harper and Row,New York,1953
[23]Gordon,W.J.J..Synectics:The Development of Creative Capacity.Collier Books,New York,1968
[24]Warfield,J.N..Social Systems—Planning and Complexity,John Wiley & Sons,New York,1976
[25]FIDIC.大型土木工程项目保险(中国工程咨询协会编译),北京:中国计划出版社,2001
[26]Haimes,Y.Y..Hierarchical holographic modeling.IEEE Transactions on Systems,Man,and Cybernetics 11(9),606-617
[27]Haimes,Y.Y.and K.Tarvainen.Hierarchical-multiobjective framework for large scale systems.Multicriteria Analysis in Practice.London,1981
[28]Haimes,Y.Y.,K.Tarvainen,T.Shima.Hierarchical Multiobjective Analysis of Large-Scale Systems.Hemisphere,New York,1990
[29]Kaplan,S.,Y.Y.Haimes,and B.J.Garrick.Fitting hierarchical holographic modeling into the theory of scenario structuring and a resulting refinement of the quantitative definition of risk.Risk Analysis 21(5),807-815
[30]Haimes,Y.Y.Hierarchical Analyses of Water Resources System:Modeling and Optimization of Large-Scale System.McGraw-Hill,New York,1977
[31]郭仲伟.风险分析与决策.北京:机械工业出版社,1987
[32]雷胜强.国际工程风险管理与保险.北京:中国建筑工业出版社,1996
[33]严武.风险统计与决策分析.北京:经济管理出版社,1999
[34]肖刚,李天柁.系统可靠性分析中的蒙特卡罗方法.北京:科学出版社,2003
[35]李继华.可靠性数学.北京:中国建造工业出版社,1988
[36]Shooman,Martin L.Probabilistic reliability:an engineering approach.New York:McGraw-Hill Book Company,1986
[37]谢行皓.建筑工程系统仿真.北京:科学出版社,2001
[38]王凯全,邵辉.事故理论与分析技术.北京:化学工业出版社,2004
[39]朱海南.最优资金流施工进度计划的风险分析.系统工程学报,1994,14(1):35-42
[40]黄如宝.建设项目投资控制原理、方法与信息系统.上海:同济大学出版社,1995
[41]范维澄,孙金华,陆守香.火灾风险评估方法学.北京:科学出版社,2004
[42]吴宗之,多英全,魏利军,关磊.区域定量风险评价方法及其在城市苇大危险源安全规划中的应用.中国工程科学,2006,8(4):46-49
[43]Saaty,T.L..Multicriteria decision-making:the analytic hierarchy process.University of Pittsburgh,Pittsburgh,PA,1988
[44]肖辞源.工程模糊系统.北京:科学出版社,2004
[45]楼世博,孙章,陈化成.模糊数学.北京:科学出版社,1985
[46]Raiffa,H..Decision Analysis:Introductory Letters on Choices Under Uncertainty.Addison-Wesley,Menlo Park,CA,1968
[47]Chankong,V.and Y.Y.Haimes.Multiobjective Decision Making:Theory and Methodology.North-Holland,New York,1983
[48]Henley,Ernest J.,H.Kumamoto.Probabilities risk assessment.Piscatway,NJ:IEEE Press,1992
[49]Chankong,V..Multiobjective decision making analysis:The interactive surrogate worth trade-off method.Ph.D.dissertation.Systems Engineering Department,Case Western Reserve,Cleveland,OH,1977
[50]Chankong,V.and Y.Y.Haimes.Optimization-based methods for multiobjective decision-making:An overview.Large Scale Systems 5,1-33
[51]Geoffrion,A.M..Proper Efficiency and Theory of Vector Maximization.Journal of Math.Analysis and Applications 22,618-630
[52]Everett,H..Generalized Lagrange multiplier method for solving problems of optimum allocation of resources.Operations Research,1963
[53]Haimes,Y.Y.and W.A.Hall.Multiobjectives in water resources systems analysis:The surrogate worth trade-off method.Water Resources Research 10(4),615-624
[54]Kuhn,H.W.and A.W.Tucker.Nonlinear programming.Proceedings,2~(nd)Berkeley Symposium on Mathematical Statistics and Probability.University of California Press,Berkeley,CA,1951
[55]Law,A.M.and W.D.Kelton.Simulation Modeling and Analysis.McGraw-Hill,New York,1991
[56]Gomide,F.and Y.Haimes.The multiobjective,multistage impact analysis method:Theoretical basis.IEEE Transactions on Systems,Man,and Cybernetics SMC-14,1984,89-98.
[57]Haimes,Y.and V.Chankong..Kuhn-Tucker multipliers as trade-offs in multiobjective decision-making analysis,Automatica 15(1),1979
[58]Li,D.and Y.Haimes.A hierarchical generating method for large scale multiobjective systems.Journal of Optimization,Theory and Applications 54(2),1987,303-333
[59]Leach,M.R.and Y.Y.Haimes.Multiobjective risk-impact analysis method.Risk Analysis 7(2),1987
[60]Intriligator,M..Mathematical Optimization and Economic Theory.Prentice Hall, Englewood Cliffs,NJ,1971
[61]邱菀华.项目管理学.北京:科学出版社,2000
[62]王超.项目决策与管理.北京:中国对外经济贸易出版社,1999
[63]戚安邦.现代项目管理.北京:对外经济贸易大学出版社,2001
[64]吕刚.企业风险管理.石油化工技术经济,1998,(03):33-40
[65](美)刘易斯著.祝灿译.高科技风险管理.北京:中信出版社,2003
[66]Janda,R.J.,Daag,A.S.,Delos Reyes,P.J.,Newhall,C.G.,Pierson,T.C.,Punongbayan,R.S.,Rodolfo,K.S.,Solidum,R.U.and J.V.Umbal.Assessment and response to lahar hazard around Mount Pinatubo 1991 to 1993,Fire and Mud Lahars of Mount Pinatubo,Philippines.Newhall C.G.and Punongbayan R.S.,Eds..University of Washington Press,Seattle,WA.
[67]Pierson,T.C.,Janda,R.C.,Umbal,J.V.and A.S.Daag.Immediate and Long-Term Hazards from Lahars and Excess Sedimentation in Rivers Draining Mt.Pinatubo,Philippines.US Geological Survey Water-Resources Investigations Report 92-4039,Vancouver,WA
[68]United States Geological Survey.Benefits of volcano monitoring far outweigh costs-the case of Mount Pinatubo,US Geological Survey Fact Sheet 115-97,Vancouver,WA
[69]United States Geological Survey.Lahars of Mount Pinatubo,Philippines,US Geological Survey Fact Sheet 114-97,Vancouver,WA
[2]Singh,M.G..Systems and Control Encyclopedia:Theory,Technology,Applications.Pergamon Press,New York,1987
[3]Sage,A.P..Systems Engineering.Wiley,New York,1992
[4]Sage,A.P.,Methodology for Large Scale Systems,McGraw-Hill,New York,1977
[5]Wernick,I.K..Community Risk Profiles.Rockefeller University,New York,1995
[6]Finkel,A.M..Confronting Uncertainty in Risk Management,Center for Risk Management,Resources for the Future.Washingtong DC,1990
[7]Krimsky,S.,and D.Golding.Social Theories of Risk,Praeger Publishers.Westport,CT.,1992
[8]Project Management Institute.A Guide to the Project Management Body Knowledge.Project Management Institute,Inc.,Pennsylvania,2004
[9]FIDIC.风险管理手册(中国工程咨询协会编译).北京:中国计划出版社,2001
[10]胡宣达,沈厚才.风险管理学基础—数理方法.南京:东南大学出版社,2001
[11]白思俊.现代项目管理.北京:机械丁业出版社,2002
[12]美国防务系统管理学院.国防采办风险管理.北京:军用标准化中心,2000
[13]卢有杰,卢家仪.项目风险管理.北京:清华大学出版社,1998
[14]阎文周.工程项目管理实务手册.北京:中国建筑工业出版社,2001
[15]Elaine M.Hall著.风险管理—软件系统开发方法.王海鹏等译.北京:清华大学出版社,2002
[16]刘诗飞,詹予忠.重大危险源辨识及危害后果分析.北京:化学工业出版社,2004
[17]Haimes,Y.Y.,Total risk management,Risk Analysis 11(2),169-171
[18]郑子云,司徒永富.企业风险管理.北京:商务印书馆,2002
[19]王诚.竞争策略与风险管理.北京:商务印书馆,1997
[20]John Raftery著,项目管理风险分析.李清立译.北京:机械工业出版社,2003
[21]汪应洛.系统工程理论、方法与应用(第二版).北京:高等教育出版社,1998
[22]Boulding,K.E..The Organizational Revolution.Harper and Row,New York,1953
[23]Gordon,W.J.J..Synectics:The Development of Creative Capacity.Collier Books,New York,1968
[24]Warfield,J.N..Social Systems—Planning and Complexity,John Wiley & Sons,New York,1976
[25]FIDIC.大型土木工程项目保险(中国工程咨询协会编译),北京:中国计划出版社,2001
[26]Haimes,Y.Y..Hierarchical holographic modeling.IEEE Transactions on Systems,Man,and Cybernetics 11(9),606-617
[27]Haimes,Y.Y.and K.Tarvainen.Hierarchical-multiobjective framework for large scale systems.Multicriteria Analysis in Practice.London,1981
[28]Haimes,Y.Y.,K.Tarvainen,T.Shima.Hierarchical Multiobjective Analysis of Large-Scale Systems.Hemisphere,New York,1990
[29]Kaplan,S.,Y.Y.Haimes,and B.J.Garrick.Fitting hierarchical holographic modeling into the theory of scenario structuring and a resulting refinement of the quantitative definition of risk.Risk Analysis 21(5),807-815
[30]Haimes,Y.Y.Hierarchical Analyses of Water Resources System:Modeling and Optimization of Large-Scale System.McGraw-Hill,New York,1977
[31]郭仲伟.风险分析与决策.北京:机械工业出版社,1987
[32]雷胜强.国际工程风险管理与保险.北京:中国建筑工业出版社,1996
[33]严武.风险统计与决策分析.北京:经济管理出版社,1999
[34]肖刚,李天柁.系统可靠性分析中的蒙特卡罗方法.北京:科学出版社,2003
[35]李继华.可靠性数学.北京:中国建造工业出版社,1988
[36]Shooman,Martin L.Probabilistic reliability:an engineering approach.New York:McGraw-Hill Book Company,1986
[37]谢行皓.建筑工程系统仿真.北京:科学出版社,2001
[38]王凯全,邵辉.事故理论与分析技术.北京:化学工业出版社,2004
[39]朱海南.最优资金流施工进度计划的风险分析.系统工程学报,1994,14(1):35-42
[40]黄如宝.建设项目投资控制原理、方法与信息系统.上海:同济大学出版社,1995
[41]范维澄,孙金华,陆守香.火灾风险评估方法学.北京:科学出版社,2004
[42]吴宗之,多英全,魏利军,关磊.区域定量风险评价方法及其在城市苇大危险源安全规划中的应用.中国工程科学,2006,8(4):46-49
[43]Saaty,T.L..Multicriteria decision-making:the analytic hierarchy process.University of Pittsburgh,Pittsburgh,PA,1988
[44]肖辞源.工程模糊系统.北京:科学出版社,2004
[45]楼世博,孙章,陈化成.模糊数学.北京:科学出版社,1985
[46]Raiffa,H..Decision Analysis:Introductory Letters on Choices Under Uncertainty.Addison-Wesley,Menlo Park,CA,1968
[47]Chankong,V.and Y.Y.Haimes.Multiobjective Decision Making:Theory and Methodology.North-Holland,New York,1983
[48]Henley,Ernest J.,H.Kumamoto.Probabilities risk assessment.Piscatway,NJ:IEEE Press,1992
[49]Chankong,V..Multiobjective decision making analysis:The interactive surrogate worth trade-off method.Ph.D.dissertation.Systems Engineering Department,Case Western Reserve,Cleveland,OH,1977
[50]Chankong,V.and Y.Y.Haimes.Optimization-based methods for multiobjective decision-making:An overview.Large Scale Systems 5,1-33
[51]Geoffrion,A.M..Proper Efficiency and Theory of Vector Maximization.Journal of Math.Analysis and Applications 22,618-630
[52]Everett,H..Generalized Lagrange multiplier method for solving problems of optimum allocation of resources.Operations Research,1963
[53]Haimes,Y.Y.and W.A.Hall.Multiobjectives in water resources systems analysis:The surrogate worth trade-off method.Water Resources Research 10(4),615-624
[54]Kuhn,H.W.and A.W.Tucker.Nonlinear programming.Proceedings,2~(nd)Berkeley Symposium on Mathematical Statistics and Probability.University of California Press,Berkeley,CA,1951
[55]Law,A.M.and W.D.Kelton.Simulation Modeling and Analysis.McGraw-Hill,New York,1991
[56]Gomide,F.and Y.Haimes.The multiobjective,multistage impact analysis method:Theoretical basis.IEEE Transactions on Systems,Man,and Cybernetics SMC-14,1984,89-98.
[57]Haimes,Y.and V.Chankong..Kuhn-Tucker multipliers as trade-offs in multiobjective decision-making analysis,Automatica 15(1),1979
[58]Li,D.and Y.Haimes.A hierarchical generating method for large scale multiobjective systems.Journal of Optimization,Theory and Applications 54(2),1987,303-333
[59]Leach,M.R.and Y.Y.Haimes.Multiobjective risk-impact analysis method.Risk Analysis 7(2),1987
[60]Intriligator,M..Mathematical Optimization and Economic Theory.Prentice Hall, Englewood Cliffs,NJ,1971
[61]邱菀华.项目管理学.北京:科学出版社,2000
[62]王超.项目决策与管理.北京:中国对外经济贸易出版社,1999
[63]戚安邦.现代项目管理.北京:对外经济贸易大学出版社,2001
[64]吕刚.企业风险管理.石油化工技术经济,1998,(03):33-40
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