基于實(shí)物期權(quán)價值的資源受限項目組合選擇研究.pdf

1、浙江大學(xué)碩士學(xué)位論文基于實(shí)物期權(quán)價值的資源受限項目組合選擇研究姓名：王承超申請學(xué)位級別：碩士專業(yè)：管理科學(xué)與工程指導(dǎo)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(cè)ectscheduling，takingmaximizetheportfoliovalueofrealoptlon8a8theob砸ive如nction，amathematicalmodelfortheresource—cons仃alnedproJectDortfolioselectionandscheduling(RCPPSS)wasestablishedConslderingmecharacteri

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