武器装备体系演化的费用风险分析方法研究  

Capital-risk Analysis in the Evolution Simulation Analysis of Armament System of Systems

作　　者：刘磊[1,2] 荆涛[2] 韩培冬[3] 夏旻[2] 

机构地区：[1]国防科学技术大学信息系统与管理学院,湖南长沙410073 [2]海军装备研究院,北京100161 [3]国防科学技术大学机械电子工程与自动化学院,湖南长沙410073

出　　处：《计算机仿真》2009年第7期19-22,共4页Computer Simulation

摘　　要：费用风险分析是武器装备体系演化仿真分析的重要环节。在武器装备体系演化仿真框架基础上提出了基于投资组合分析理论的体系演化费用风险分析方法,建立了基于军事价值实现期望值向量的投资风险分析模型,讨论了该模型的多目标优化途径;提出了"军事价值实现程度"的概念作为投资方案的效益描述,并通过实验设计与实例分析说明了方法的可行性和有效性。Capital - risk analysis is one of the most important contents in the evolution simulation analysis of armament system of systems. In this paper, a capital - risk analysis approach based on portfolio theory was proposed for the evolution simulation architecture of the armament system of systems. Firstly, the mean - variance （MV） model based on military value vector was set up, and the multiple objective optimization method was discussed. Secondly, the concept of ＂military value achieving degree＂ was brought forward as the benefit of a portfolio. Finally, a simulation experiment was designed to illustrate the feasibility and effectiveness of the approach.

关 键 词：体系演化 投资组合 均值-方差模型 军事价值 

分 类 号：N945[自然科学总论—系统科学]