摘要
针对水资源工程投资风险决策问题,建立了多目标风险决策模型,包括投资风险估计模型和多目标决策模型。投资风险估计模型解出风险评价指标的概率密度函数式及各种风险特征值;多目标决策模型进行多方案、多个风险特征值下的风险决策研究。通过实例,进一步证明了模型的可行性和有效性。
The multi-objective risk decision model includes the investment risk evaluation model and the multi-objective decision model. The investment risk evaluation model mainly concerns the probability characteristic of the risk index. Regarding the net-present-value as the investment risk evaluation index, the maximum entropy risk analysis model is set up. The maximum entropy density function of the model is obtained and all kinds of risk characteristic values are calculated. The multi-objective decision model mainly deals with the risk decision under the situation of multi-scheme and multi-risk characteristic values. The multi-objective decision model is established to resolve the problem of limited schemes, and the approach is applied to ideal solution sorting method to solves the problem about multi-object risk decision of investment projects under the situation of multi-scheme and multi-characteristic values. The feasibility and validity of the model is improved by a case study.
出处
《华北电力大学学报（自然科学版）》
CAS
北大核心
2005年第1期91-94,共4页
Journal of North China Electric Power University：Natural Science Edition
基金
国家自然科学基金重大资助项目(50099624)
