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基于遗传算法的R&D项目实物期权评价模型

Research on real option model of R&D project evaluation based on genetic algorithm

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【作者】 张坚黄琨陶树人

【Author】 Zhang Jian 1,Huang Kun 1, 2,Tao Shu-ren 1 (1.School of Management, China University of Mining and Technology, Beijing 100083, China; 2. School of Management, Yangtze University, Jingzhou, Hubei Province 434102, China)

【机构】 中国矿业大学北京校区管理学院中国矿业大学北京校区管理学院 北京100083北京100083长江大学管理学院湖北荆州434102

【摘要】 为了有效地解决R&D项目评价中存在的多变量、多目标、多阶段、不确定性等复杂问题 ,本文提出了基于遗传算法的R&D项目实物期权评价模型和求解步骤

【Abstract】 In performing R&D project evaluation, an important choice to be made is which evaluation method to use. In this paper, in order to deal with the comprehensive condition involving diversified variables, multi-objects, different proceeding periods and uncertainty in R&D project evaluation effectively, the real option model of R&D project evaluation based on genetic algorithm and its solving procedure is presented. The author believes that an improved real option model based on genetic algorithm will be helpful to R&D project evaluation.

【关键词】 R&D遗传算法实物期权评价
【Key words】 R&Dgenetic algorithmoption model of evaluation
  • 【文献出处】 科研管理 ,Science Research Management , 编辑部邮箱 ,2004年02期
  • 【分类号】F830.59
  • 【被引频次】22
  • 【下载频次】332
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