项目进度表的实物期权 (ROPS)
Real Options for Project Schedules (ROPS)
AI总结:
提出一种三层递归采样/优化框架ROPS,结合自适应模拟退火和路径树方法,用于项目进度中的期权定价和相对风险分析。
摘要:
项目进度表的实物期权 (ROPS) 具有三个递归采样/优化壳层。外层自适应模拟退火 (ASA) 优化壳层优化包含多个项目的战略计划的参数,这些项目包含有序任务。中间壳层对任务持续时间的概率分布进行采样。内壳层对任务成本的概率分布进行采样。PATHTREE 用于开发进度表的期权。用于风险维度交易 (TRD) 的算法被应用于开发项目间的相对风险分析。
英文摘要:
Real Options for Project Schedules (ROPS) has three recursive sampling/optimization shells. An outer Adaptive Simulated Annealing (ASA) optimization shell optimizes parameters of strategic Plans containing multiple Projects containing ordered Tasks. A middle shell samples probability distributions of durations of Tasks. An inner shell samples probability distributions of costs of Tasks. PATHTREE is used to develop options on schedules.. Algorithms used for Trading in Risk Dimensions (TRD) are applied to develop a relative risk analysis among projects.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。