Chance-constraint Programming Model and Algorithm for Risk Management of Virtual Enterprise
LU Fu-qiang1,2, HUANG Min1,2, WANG Xing-wei1
1. College of Information Science and Engineering, Northeastern University, Shenyang 110004, China; 2. Key Laboratory of Integrated Automation of Process Industry, Ministry of Education, Northeastern University, Shenyang 110004, China
Abstract：By considering the stochastic factors of risk in virtual enterprise(VE) and describing them as random variables,a chance-constraint programming model is proposed for risk management of VE.One of the great advantages of this class of model is that it can exactly describe the risk preference of the manager.A particle swarm optimization combined with Monte Carlo simulation(MCS-PSO) algorithm is designed to solve the proposed model,as Monte Carlo simulation(MCS) is an effective method to deal with those random variables in the model.Simulation analysis shows that the proposed model is very useful for risk management of VE and the MCS-PSO algorithm is very efficient.
卢福强, 黄敏, 王兴伟. 虚拟企业风险管理的机会约束规划模型及算法[J]. 信息与控制, 2009, 38(4): 399-405.
LU Fu-qiang, HUANG Min, WANG Xing-wei. Chance-constraint Programming Model and Algorithm for Risk Management of Virtual Enterprise. Information and control, 2009, 38(4): 399-405.
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