不确定环境下研发项目的决策分析
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摘要
随着市场竞争的日益激烈,研究与开发(简称为研发)逐渐成为企业保持竞争优势的源泉和动力。由于研发项目受到市场、技术、资金、原材料等不确定因素的影响,研发决策一般需要在具有高风险的不确定环境下作出。本文研究不确定环境下研发项目的选择、进度计划及投资决策问题。主要工作如下:
提出了基于模糊模拟的研发项目多准则选择方法,并将企业的研发项目选择决策过程分为战略和战术两个阶段,分别采用模糊优选模型和模糊多准则评价模型对研发项目进行选择,以确定符合企业发展战略的最优研发项目。
针对研发项目的活动工期为模糊变量的情况,提出了基于模糊模拟的研发项目计划评审技术,用来确定模糊环境下项目网络中的可能关键路径;针对研发项目过程中不确定事件的模糊属性,建立了基于模糊报酬更新过程的研发项目风险模型,并应用模糊模拟技术估计研发项目工期延迟时间的期望值和悲观值,为研发项目的进度管理提供决策依据。
将停止时间和投资策略作为决策变量,技术突破的间隔时间分别假定为随机变量和随机模糊变量,建立了随机环境和随机模糊环境下基于报酬更新过程的研发项目最优停止决策模型,并设计了基于模拟技术的同步扰动随机逼近算法对模型求解,数值试验表明该方法的可行性。
建立了模糊环境下基于动态规划的研发项目多阶段决策模型,其中每个阶段决策者都要面临三种决策选择:继续、改进和放弃,并分析了模糊环境下不确定因素的变化对研发项目的管理弹性价值的影响。
In the increasingly competitive market, research and development (R&D) has become a source or an impetus to maintaining the competitive advantage for many industries. The decision-makings of R&D projects are usually made under the uncertain conditions with high risk because the R&D projects are affected by many uncertain factors, such as market, technique, capital and material. This dissertation is to investigate the problems of selection, scheduling and investment decision of R&D projects under uncertainty. The detailed works are described as follows.
The multi-criteria selection method of R&D projects is presented based on the fuzzy simulation. The selection decision process of R&D projects is divided into the strategic decision period and the tactical decision period. The fuzzy preference model and fuzzy multi-criteria evaluation model are applied to evaluate the candidate projects in the two periods, respectively. Finally, the optimal R&D project has to be selected in accord with the strategy of the firm.
The program evaluation and review technique (PERT) based on the fuzzy simulation is developed to find the possible critical path of the R&D project network in which the activities durations times are assumed to be fuzzy variables. On the other hand, the contingency model is presented to consider the fuzzy nature of change orders and their impact on the schedule of an R&D project. The fuzzy simulation is employed to estimate the expected value and pessimistic value of the total project delay. It may be helpful to the project scheduling problem of R&D projects at the early stages of project planning and development.
The optimal stopping decision models of R&D projects are constructed based on the renewal reward processes in the random and random fuzzy environments, respectively. The stopping time and investment strategy are considered as decision variables and the interarrival times between discoveries (jumps) are assumed to be random variables and random fuzzy variables, respectively. The simultaneous perturbation stochastic approximation (SPSA) algorithms based on simulation techniques are designed to solve the models. Finally, the numerical examples are presented to illustrate the effectiveness of these methods.
The multi-period decision model of an R&D project is considered based on dynamic programming in a fuzzy environment. At each period, the decision maker can take any one of three possible actions: continue, improve, or abandon. The question on how the variances (increasing uncertainty) of these uncertain factors influence the value of managerial flexibility of an R&D project is analysed in a fuzzy environment.
提出了基于模糊模拟的研发项目多准则选择方法,并将企业的研发项目选择决策过程分为战略和战术两个阶段,分别采用模糊优选模型和模糊多准则评价模型对研发项目进行选择,以确定符合企业发展战略的最优研发项目。
针对研发项目的活动工期为模糊变量的情况,提出了基于模糊模拟的研发项目计划评审技术,用来确定模糊环境下项目网络中的可能关键路径;针对研发项目过程中不确定事件的模糊属性,建立了基于模糊报酬更新过程的研发项目风险模型,并应用模糊模拟技术估计研发项目工期延迟时间的期望值和悲观值,为研发项目的进度管理提供决策依据。
将停止时间和投资策略作为决策变量,技术突破的间隔时间分别假定为随机变量和随机模糊变量,建立了随机环境和随机模糊环境下基于报酬更新过程的研发项目最优停止决策模型,并设计了基于模拟技术的同步扰动随机逼近算法对模型求解,数值试验表明该方法的可行性。
建立了模糊环境下基于动态规划的研发项目多阶段决策模型,其中每个阶段决策者都要面临三种决策选择:继续、改进和放弃,并分析了模糊环境下不确定因素的变化对研发项目的管理弹性价值的影响。
In the increasingly competitive market, research and development (R&D) has become a source or an impetus to maintaining the competitive advantage for many industries. The decision-makings of R&D projects are usually made under the uncertain conditions with high risk because the R&D projects are affected by many uncertain factors, such as market, technique, capital and material. This dissertation is to investigate the problems of selection, scheduling and investment decision of R&D projects under uncertainty. The detailed works are described as follows.
The multi-criteria selection method of R&D projects is presented based on the fuzzy simulation. The selection decision process of R&D projects is divided into the strategic decision period and the tactical decision period. The fuzzy preference model and fuzzy multi-criteria evaluation model are applied to evaluate the candidate projects in the two periods, respectively. Finally, the optimal R&D project has to be selected in accord with the strategy of the firm.
The program evaluation and review technique (PERT) based on the fuzzy simulation is developed to find the possible critical path of the R&D project network in which the activities durations times are assumed to be fuzzy variables. On the other hand, the contingency model is presented to consider the fuzzy nature of change orders and their impact on the schedule of an R&D project. The fuzzy simulation is employed to estimate the expected value and pessimistic value of the total project delay. It may be helpful to the project scheduling problem of R&D projects at the early stages of project planning and development.
The optimal stopping decision models of R&D projects are constructed based on the renewal reward processes in the random and random fuzzy environments, respectively. The stopping time and investment strategy are considered as decision variables and the interarrival times between discoveries (jumps) are assumed to be random variables and random fuzzy variables, respectively. The simultaneous perturbation stochastic approximation (SPSA) algorithms based on simulation techniques are designed to solve the models. Finally, the numerical examples are presented to illustrate the effectiveness of these methods.
The multi-period decision model of an R&D project is considered based on dynamic programming in a fuzzy environment. At each period, the decision maker can take any one of three possible actions: continue, improve, or abandon. The question on how the variances (increasing uncertainty) of these uncertain factors influence the value of managerial flexibility of an R&D project is analysed in a fuzzy environment.
引文
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