项目组合风险决策优化仿真研究

Simulation Research on Portfolio Risk Optimization Decision-Making

复杂性是现代化项目组合及其风险决策优化中的突出问题,而项目间交互关系是决定其系统复杂性的重要基础。研究将交互关系纳入项目组合风险研究框架,分析项目组合风险决策系统复杂性特征,运用扩展的Lotka-Volterra方程构建交互效应下项目组合风险协同演化的非线性模型,对比研究竞争、共生和偏利偏害等交互效应下的单项目到项目组合的风险传递机制和集结效应,并通过数值仿真方法对系统的稳定域、分岔和混沌进行分析。研究表明,项目组合风险动态演化的复杂性和稳定性依赖于系统内在交互关系作用,项目组合决策优化的关键在于避免过分竞争,改善协作效率,以系统整体为先优化配置比例。

Complexity is a prominent problem for modern project portfolio and its risk decision optimization, wherein project interaction is one of the most decisive factors for the system complexity. Based on project interaction introduced into the research on framework of project portfolio risk, the system complexity of portfolio risk decision making was given, and an in-depth discussion and a non-linear co-evolution model were generated based on the ex- tensional Lotka-Voherra equation, theoretically deducing the risk transmitting and gathering mechanism form the sin- gle project to the project portfolio taking into account competitive, symbiotic and lateralized interactions. Then the stability domain, equilibrium solution, bifurcation and chaos of the model were analyzed and simulated. Researches indicate that the complexity and stability of the project portfolio dynamic evolution depend on the internal interaction relationship, and the key point for decision-making optimization of project portfolio is benefited by avoiding overcompetition, improving collaborative efficiency, and optimizing allocation based on portfolio entirely.