基于变权可拓物元的铁路“走出去”公私合营项目风险决策

Risk Decision of Railway"Go Global"Public-private Partnership Project Based on Variable Weight Extension Matter Element

针对铁路“走出去”公私合营(PPP)项目的风险评估决策需求,提出一种基于变权可拓物元模型与累积前景理论的风险决策方法。在构建风险评价指标体系的基础上,通过经典域、节域矩阵及待评物元等级量化值综合确定各风险指标的组合权重。考虑决策者损失规避、收益偏好等心理特征,结合变权理论与贴近度准则,从损益角度综合确定风险决策参考点,基于蒙特卡洛模拟构建风险决策价值函数与概率权重函数,通过敏感性分析对不同风险指标取值下累积前景值的相应变化进行探讨,并以实际铁路“走出去”PPP项目为例进行风险评估决策。相应分析结果表明,所提出的风险决策方法能够有效识别铁路“走出去”PPP项目建设运营过程中面临的关键风险,判别项目风险等级贴近度,并为铁路企业与政府机构进行风险决策提供参考。

Aiming at the risk assessment and decision-making needs of railway"Go Global"public-private partnership(PPP)projects,this study proposes a risk decision-making approach based on the variable weight extension matter element and the cumulative prospect theory(CPT).The risk evaluation index system is constructed and the combined weight of each risk index is determined comprehensively through the classical domain,node domain matrix,and the quantitative value of the matter element level.Considering the psychological characteristics of decision makers such as loss avoidance and profit preference,the reference points are determined from the perspective of profit and loss by variable weight theory and proximity criterion.Moreover,the value function and probability weight function are developed based on Monte Carlo simulation.The corresponding changes of cumulative prospect value under different risk index are discussed through sensitivity analysis.A railway"Go Global"PPP project is taken as an example for the risk assessment decision making.The results show that the proposed approach can effectively identify the key risks in the construction and operation of railway"Go Global"PPP projects,distinguish the risk level closeness degree,and provide a reference for railway enterprises and government agencies to make risk assessment decision.