Modeling Risk Control Problems in VE under Complicated Situations and Its Solution Method
نویسندگان
چکیده
Virtual Enterprise (VE) brings not only opportunities but also more uncertainties and risks for the enterprises. To deal with the uncertainty of the cost for risk control in virtual enterprise, this paper focuses on the method of VE multi-strategies multi-selections risk programming problem considering robustness. The risk programming model to minimize the global risk level with the constraint of risk control budget is established. To reduce the influences of the uncertainty of the cost for risk control on the solution of the problem, Robust Optimization (RO) method is presented to deal with the uncertainty of the cost for risk control and the multi-strategies multi-selections robust risk programming model is established. ILOG optimization software is used to solve the problem. Numerical experiments suggested the effectiveness of the proposed method which eliminates the impact of uncertainty with a negligible increase in risk level.
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