GA Based Stochastic Risk Programming for Virtual Enterprise

摘要：

With the development of word economy and IT, virtual enterprise is considered as one of the most promising paradigms for future enterprises. As Virtual Enterprises agility and diversity of its members, which make its internal and external risk with great character of stochastic. The multi actions single choices model of risk programming is proposed in this paper, which combines with the probability measure risk evaluation method. Its 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 confidence level α, β, respectively. To solve the model, a genetic algorithm is designed, which combines with the Monte Carlo simulation. Finally, a numerical example is given to illustrate the effective of this algorithm.

关键词： Virtual enterprise Risk programming Genetic algorithm Stochastic programming Monte Carlo simulation

作者: Min HUANG Fuqiang LU Xingwei WANG

作者单位: Northeastern University, China

会议类型: 国际会议

会议名称: 2nd IEEE Conference on Industrial Electronics and Applications(ICIEA 2007)(第二届IEEE工业电子与应用国际会议)

会议地点: 哈尔滨

会议语种:英文

在线出版日期: 2007-05-23（万方平台首次上网日期，不代表论文的发表时间）