Mô hình tối ưu hóa dựa trên kịch bản cho việc chọn lựa danh mục dự án dưới những cân nhắc về rủi ro

Neural Computing and Applications - Tập 34 - Trang 20589-20609 - 2022
Amir Ali Ramedani1, Hosein Didehkhani1, Ahmad Mehrabian1
1Department of Industrial Engineering, Islamic Azad University, Aliabad Katoul, Iran

Tóm tắt

Trong quản lý lựa chọn danh mục dự án (PPS), một trong những mục tiêu chính là quản lý tối ưu các dự án với rủi ro thấp nhất và giá trị thương mại cao nhất dưới những cân nhắc về rủi ro. Do đó, nghiên cứu này xem xét trọng số của từng tiêu chí quyết định, tác động của chúng, và cũng như sự không chắc chắn trong quá trình ra quyết định. Bằng cách xem xét tất cả những giả định này, bài báo này nhằm thực hiện một PPS với mục tiêu tối đa hóa giá trị trung bình như là hiệu suất của mỗi dự án, tỷ lệ phát triển của từng dự án và giảm thiểu rủi ro ngừng trệ trong việc thực hiện các dự án được chọn. Mục tiêu chiến lược của nghiên cứu này là lựa chọn các danh mục dự án mạnh mẽ trong dài hạn để giảm thiểu sự thay thế. Do đó, để đạt được tất cả các mục tiêu, một phương pháp kết hợp đã được phát triển qua ba giai đoạn của PPS; trước tiên trọng số các tiêu chí được xác định từ phương pháp F-AHP, tiếp theo phương pháp F-TOPSIS được sử dụng để tính toán điểm tương đối cho các dự án, và cuối cùng là xem xét một mô hình lập trình toán học đa mục tiêu dựa trên kịch bản. Bài báo này đã gặp phải hai thách thức và độ phức tạp được giải quyết bằng phương pháp lai dựa trên Lập trình Mục tiêu Đa lựa chọn với Hàm Utility (MCGP-UF) và thuật toán tối ưu hóa bầy đàn (PSO) (PSO-MCGP-UF lai). Các kết quả cho thấy sự cải thiện trong thời gian giải quyết và chất lượng của các phản hồi của phương pháp đề xuất, điều này giúp các nhà ra quyết định ở tất cả các giai đoạn của PPS đạt được các danh mục bền vững trong thời gian ngắn hơn.

Từ khóa

#quản lý lựa chọn danh mục dự án #tối ưu hóa #rủi ro #mẫu #phương pháp lai #lập trình toán học đa mục tiêu

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