Stochastic Programming for Risk Programming of Virtual Enterprise
Virtual enterprise (VE) will be the efficient organization form in the future owning to the development of the world economy and information technology. As VEs agility and diversity of its members, which make its internal and external risk with great character of stochastic. In this paper, a multi actions multi choices model of risk programming is proposed. Its also a stochastic programming model with stochastic variables. In this model, the total risk of virtual enterprise and the total cost using to reduce the risk must be held with a certain confidence level respectively. To solve this model, a particle swarm optimization (PSO) is designed, which combines with Monte Carlo simulation and niche technique. Then, a numerical example is given to illustrate the effective of this algorithm and the model is useful for risk programming in VE.
virtual enterprise risk programming particle swarm optimization stochastic programming Monte Carlo simulation niche technique
Min Huang Fuqiang Lu Xingwei Wang
Faculty of Information Science and Engineering, Northeastern University, Key Laboratory of Integrate Faculty of Information Science and Engineering, Northeastern University, Shenyang, Liaoning, 110004,
国际会议
2007 International Conference on Manufacturing & Service Operations Management(2007制造与服务运作管理国际学术会议)
北京
英文
2007-06-18（万方平台首次上网日期，不代表论文的发表时间）