Genetic Algorithm and Fuzzy Synthetic Evaluation Based Risk Programming for Virtual Enterprise
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摘要: 虚拟企业是未来企业的潜在发展模式,虚拟企业的风险管理是当前研究的热点问题,风 险规划是风险管理的重要阶段之一.本文针对虚拟企业缺少历史资料、不确定因素多等特点,提 出了非线性整数规划和模糊综合评价相结合的风险规划问题描述模型以及遗传算法与模糊综合 评价相结合的问题求解算法.实例仿真验证了该方法的有效性.该方法能够实现在一定风险费用 投入的情况下,通过优化组合风险处理措施,达到虚拟企业整体风险水平最低的目标,是虚拟企 业风险规划的科学管理方法．Abstract: Virtual enterprise is a potential mode for enterprises in the future. The risk management for virtual enterprises has become a hot research area recently. Risk programming is one of the important stages of risk management. There is always lack of historical data and there are many uncertain factors in a virtual enterprise. Hence, in this paper, a fuzzy synthetic evaluation embedded nonlinear integer programming model of the risk programming is established for the virtual enterprise and a fuzzy synthetic evaluation embedded genetic algorithm is presented for the model. Examples suggest the usefulness of the method. Using this method, the global risk level of the virtual enterprise is minimized by combinatorial optimization of risk solutions with the constraint straint of risk investment.
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Key words:
- Virtual enterprise /
- risk programming /
- genetic algorithm /
- fuzzy synthetic evaluation
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