资金需求不确定的银行卡网络鲁棒运作模型  

Robust operation model for bankcard network with uncertain demand

作　　者：高莹[1] 黄小原[1] 

机构地区：[1]东北大学工商管理学院,沈阳110004

出　　处：《控制与决策》2007年第10期1147-1150,共4页Control and Decision

基　　金：国家自然科学基金项目(70572088);教育部高校博士点专项基金项目(20050145022);辽宁省科学技术计划项目(2004401015)

摘　　要：研究了银行卡网络在实时高效运营的条件下,各成员银行的资金运作问题.在分析国内银联网络资金需求情况的基础上,运用随机模拟方法生成不确定需求情景,建立了以网络系统成本最小为目标的鲁棒模型.数值仿真结果表明,模型的解相对保守,能有效地保证银行卡网络运作的鲁棒性.Based on real-time and highly efficient operation of the bankcard network, the problem of each bank preparing cash and account funds for the network is studied. A random simulation is technique proposed to generate scenarios of the uncertain demands of funds and set up a robust optimization model whose objective is to minimize the system cost of the network on the basis of the demands of funds in China UnionPay. The numerical simulation result shows that the solution of the model is relatively conservative and can guarantee the robustness of the bankcard network.

关 键 词：银行卡网络 鲁棒优化 资金运作 不确定性 

分 类 号：F830[经济管理—金融学]