摘要
:管理决策与优化问题中的风险描述是一个困难的问题 ,其原因在于管理科学在其模型求解完之前 ,不能分析出风险水平。本文利用期权定价理论在线性规划模型中描述风险 ,所提出的方法通过调整一下能力和资源水平以在规划模型中描述风险 ,避免了通常风险描述中的非线性问题。
Risk description and analyses are tough tasks in manage ment science because it is difficult to evaluate risk level before the planning model having been solved. Although risk theory in finance has been greatly devel oped, and some results of them had been adopted in management science, it is sti ll preliminary and unsatisfying. This paper tries to reflect risk in linear prog ramming (LP) model by applying an option pricing method. The described method re flects risk by adjusting resource level, which can avoid nonlinear problem an ge neral risk description usually meets. Application of the described bisk descript ion methods in capacity planning for PWB assembly systems is presented
出处
《预测》
CSSCI
2001年第4期35-37,34,共4页
Forecasting
基金
:国家自然科学基金资助项目 (79670 0 87)
