مدل چندهدفه یکپارچه برای انتخاب سبد پروژه‌ها و برنامه‌ریزی اقدامات پاسخ به ریسک

نوع مقاله : مقاله پژوهشی

نویسندگان

1 استادیار، دانشگاه قم.

2 کارشناسی ارشد، دانشگاه قم.

چکیده

     انتخاب سبد پروژه‌ای که از نظر ریسک متوازن باشد و انتخاب اقداماتی برای کاهش ریسک پروژه‌ها، مسائلی هستند که به ­طور جداگانه مورد­توجه پژوهشگران بوده‌اند. در این پژوهش، یک مدل ریاضی یکپارچه برای دو مسئله بالا ارائه شده است. وضعیتی مورد­توجه است که در مرحله انتخاب سبد پروژه، برخی از پروژه‌های پیشنهادی با ریسک ­هایی مواجه هستند و می‌توان اقداماتی را برای کاهش این ریسک‌ها برنامه‌ریزی کرد. با توجه به اینکه انجام این پاسخ‌ها مستلزم صرف منابع است و اجرای آن‌ها ریسک سبد پروژه را تغییر می‌دهد، ضروری است انتخاب پاسخ‌ها و تأثیر آن‌ها بر ریسک سبد پروژه در همان مرحله انتخاب پروژه مد­نظر قرار گیرد. یک مدل ریاضی دو­هدفه پیشنهاد شده است که هدف اول آن حداکثرسازی سود ناشی از پروژه‌های منتخب و هدف دوم آن کمینه ­کردن ریسک سبد پروژه است. شاخص اندازه‌گیری ریسک سبد، واریانس سود آن است. با یک مثال عددی، نحوه کاربرد مدل و تفاوت رویکردهای یکپارچه و غیریکپارچه، نشان داده شده و برای حل مدل، از الگوریتم ژنتیک مرتب‌سازی نامغلوب (NSGA-II) استفاده شده است.
 

کلیدواژه‌ها

عنوان مقاله [English]

An Integrated Multi-Objective Model for Project Portfolio Selection and Risk Response Actions Planning

نویسندگان [English]

  • Ghasem Mokhtari 1
  • Younes Hasanzadeh 2
1 Assistant Professor, University of Qom.
2 MSc., University of Qom.
چکیده [English]

     Project portfolio selection and risk response selection are two issues that have been considered disjointedly by the researchers. In this study, an integrated mathematical model is presented for the above-mentioned problems. A situation is noticed in which, in the stage of selecting the project portfolio, some of the proposed projects are facing risks, and some actions can be planned to mitigate these risks. With regard to the fact that implementing these responses requires resources and changes the risk of the portfolio, it is essential to consider the selection of responses at the stage of portfolio selection. A bi-objective mathematical model is proposed, whose first objective is to maximize the profit earned from selected projects, and its second objective is to minimize portfolio risk. Profit variance is considered as a measure of portfolio risk. A numerical example, illustrates the model application and the difference between the integrated and non-integrative approaches. Non-dominated Sorting Genetic Algorithm (NSGA-II) is applied to solve the model.

کلیدواژه‌ها [English]

  • Project Portfolio Selection
  • Risk Response Strategy
  • Multi-Objective Programming
  • Non-Dominated Sorting Genetic Algorithm (NSGA-II)
  • Project Portfolio Management

مراجع

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