基于實物期權價值的資源受限項目組合選擇研究.pdf

1、浙江大學碩士學位論文基于實物期權價值的資源受限項目組合選擇研究姓名：王承超申請學位級別：碩士專業(yè)：管理科學與工程指導教師：壽涌毅20130121塑堊查蘭翌圭堂堡壘莖———————————————————————————————A—b—st—ractAbstractDuetotheincreasingcompetitionbetweenorganizationscausedbYscarcl哆otresources，projectmalla

2、gerSareincreasinglylookingtomanagemultipleprojectsmDarallelwithinthelimitedtimeandresources，tOgainhigherhate。e8tButcarrlylngoutmultipleprojectsinparallellurksahighdegreeofuncertaintysuchasinappropriateportfolioselection，

3、irrationalportfoliostructure，PoorschedulingSchemeandcombination，whichwillgreatlyafrectthedevelopmentoftheor2aIlization，andmayleadtocatastrophicconsequencesTherefore，reasonableDrojectselectionandresourceallocationhaveincr

4、easinglybecomethetocusolresearchersaIldm觚agersInpreviousstudies，thenetpresentvalue(NPV)aIlalyslshadbeenusedfortheevaluationoftheprojectportfolioHoweverintherealmark吼whereexistuncertaintyandcompetition，thetraditionalNPVme

5、thodcallnote位ctivelva11alyzevmousuncertainfactors，andthustendtounderestimatethetmevalueoftheprojectRealOptions(Ro)theoryreceiveswidespreadattentlonforaimingattheuncertaintyanditsne州li哆一一ThisSnldya_ttemptstoapplytherealop

6、tiontheorytotheeValuatlonoftheprojectportfolioselection，inordertoovercomethelimitationsofe)【istmgNPVevaluationmethodsByanalyzingofthetypeandvaluationoftherealoPtlon，itwasfoundedthat：therealoptiontheorywasmoreadaptedtothe

7、businessmodeloftheproject，andmoreinlinewiththeactualprojectportfoliomanagemem，whlchmean8，ithadadVantagesaSprojectportfolioselectionfunctiontOassesstheobjec‘1VeMeanwhile，inaresourceconstrainedconditions，consideringtheproj

8、ectselectionaIld側ectscheduling，takingmaximizetheportfoliovalueofrealoptlon8a8theob砸ive如nction，amathematicalmodelfortheresource—cons仃alnedproJectDortfolioselectionandscheduling(RCPPSS)wasestablishedConslderingmecharacteri

9、sticsofproblems，thedoubledecisionmakingframeworkwasdesignediors01v恤gmeprobl鋤：fortheupperdecision。making，improVedaIltcolonyoptimizationalgorithmforprojectportfolioselectionproblem，aswella8realtheob砌ivemnctioncalculationof