系统工程理论与实践
繫統工程理論與實踐
계통공정이론여실천
Systems Engineering—Theory & Practice
2008年
2期
98~104
,共null页
杜先进 孙树栋 司书宾 蔡志强
杜先進 孫樹棟 司書賓 蔡誌彊
두선진 손수동 사서빈 채지강
R＆D项目组合 不确定性 多目标优化 模糊实物期权 模糊熵 遗传算法
R＆D項目組閤 不確定性 多目標優化 模糊實物期權 模糊熵 遺傳算法
R＆D항목조합 불학정성 다목표우화 모호실물기권 모호적 유전산법
R＆D portfolio; uncertainty; multi-objective optimization; fuzzy real option; fuzzy entropy; genetic algorithm
应用模糊集理论描述R＆D项目过程的模糊不确定性,建立了以模糊实物期权度量收益,模糊熵度量风险,模糊净现值度量费用的多目标R＆D项目组合选择优化数学模型;运用定性可能性原理将模糊模型清晰化,并针对清晰型数学模型提出了一种改进的多目标遗传算法进行求解;仿真实验证明,实现的多目标遗传算法可以有效求解清晰型多目标R＆D项目组合选择优化问题.
應用模糊集理論描述R＆D項目過程的模糊不確定性,建立瞭以模糊實物期權度量收益,模糊熵度量風險,模糊淨現值度量費用的多目標R＆D項目組閤選擇優化數學模型;運用定性可能性原理將模糊模型清晰化,併針對清晰型數學模型提齣瞭一種改進的多目標遺傳算法進行求解;倣真實驗證明,實現的多目標遺傳算法可以有效求解清晰型多目標R＆D項目組閤選擇優化問題.
응용모호집이론묘술R＆D항목과정적모호불학정성,건립료이모호실물기권도량수익,모호적도량풍험,모호정현치도량비용적다목표R＆D항목조합선택우화수학모형;운용정성가능성원리장모호모형청석화,병침대청석형수학모형제출료일충개진적다목표유전산법진행구해;방진실험증명,실현적다목표유전산법가이유효구해청석형다목표R＆D항목조합선택우화문제.
To solve the R＆D portfolio selection under uncertainty, fuzzy set theory is applied to deal with project＇s uncertainty parameters. A multi-objective mathematical model is constructed, which simultaneously optimizes benefit with fuzzy real option, risk with fuzzy entropy, and cost with fuzzy net present value. A crisp transformation is implemented with the fuzzy model based on qualitative possibility theory and an improved multi-objective Pareto genetic algorithm is presented. Finally, a simulation experiment is carried out to illustrate that the proposed method could solve multi-objective R＆D portfolio selection effectively.
