摘要
研究了概率分布未知情况即不确定性占主要成份的多目标风险决策问题并对风险成因作了分析。研究主要考虑模型结构不确定性所引起的风险;然后提出用代用风险函数即灵敏度指标来度量风险的相对大小;随后即基于代用风险函数建立多目标风险决策模型,并给出求解模型的方法;最后将其应用到丹江口水库二期规划算例中。通过算例计算表明,文中基于代用风险函数所建立的决策模型及求解方法是正确的。
In this paper,the study on the multipurpose risk decision,in which the unknown probability of the risk factors can't be described,is made,First,the causes of risk formation are analyzed and the uncertainty of the model structure is considered.Then the surrogate risk function (sensitivity index) is adopted to assess risk.Subsqueent,the multipurpose riskdecision maths model is set up and the solution for the model is presented.Finally,the model and the solution are used in computation in the second stage planning of Danjiangkou Reservor.The computation results show that the model and the solution esablished by surrogate risk function are correct and reasonabe.
出处
《四川水力发电》
1999年第2期9-12,共4页
Sichuan Hydropower
基金
国家教委高校博士点专项科研基金