需求不确定下船队规划决策的鲁棒优化模型

Robust Optimization Model of Fleet Planning Decision Under Demand Uncertainty

研究了不确定复杂环境下的船队规划决策问题.在分析船队规划已有研究方法和基本特点的基础上,将船舶调配优化与船队发展规划结合起来统筹研究,建立了符合市场实际的多方式投资的船队规划确定性模型.通过引入基于情景分析的鲁棒优化方法,采用具有已知概率的情景集合描述市场需求的不确定性,将此模型扩展为包含不确定因素的鲁棒优化模型.模型既考虑了船舶营运经济状态、企业投资能力、新船购置、二手船买卖、船舶租赁等多种复杂的实际情况,又考虑了需求的不确定性影响,并且体现了模型的鲁棒性.最后,以某航运公司为例进行仿真实验,将确定性模型与鲁棒模型进行对比,结果表明,鲁棒模型的解相对保守,能有效地保证船队规划决策的鲁棒性.

This paper deals with the fleet planning decision in complex and uncertain circumstances. In the investigation, first, the existing methods and basic characteristics of fleet planning are analyzed. Next, by combining the ship deployment optimization with the fleet development, a deterministic model of fleet planning with muhimode in- vestment, which mee.ts the actual demands of the complex market, is established. Then, by introducing the robust optimization approach based on scenario analysis and by using a scenario set with given probability to describe the uncertainty of market demands, the deterministic model is extended to a robust optimization model considering vari- ous uncertain factors. The new model, possessing strong robustness, considers not only the demand uncertainty but also various complex practical issues-the ship operating outcome, the enterprise investment capability, the buil- ding of new ships, the purchase or sale of second-hand ships and the ship chartering. Finally, by using a shipping enterprise as an example, the robust optimization model is compared with the deterministic one. The results indicate that the robust model helps to obtain relatively conservative solution and is effective in guaranteeing the robustness of fleet planning decision.