基于实物期权的离散交通网络设计模型  

A Model for Discrete Traffic Network Design Based on Real Option

作　　者：蔚欣欣[1] 李悦[1,2] 陆化普[2] 

机构地区：[1]交通运输部规划研究院,北京100028 [2]清华大学交通研究所,北京100084

出　　处：《公路交通科技》2013年第7期126-132,139,共8页Journal of Highway and Transportation Research and Development

基　　金：国家教育部博士点基金资助项目(20070003065);国家高技术研究发展计划(八六三计划)(2007AA11Z202;2007AA11Z233)

摘　　要：为了克服传统4阶段法中对于现实条件的不合理假设,以需求不确定性为基本前提,将优化方案分为动态策略和静态策略2种,以成本回收和路段更新为约束条件,使用实物期权解决了优化策略灵活性价值的问题,给出了考虑时间因素的不确定优化模型,同时确定了交通网络的最终形态和建设序列,克服了传统网络优化不考虑决策方案灵活性的问题。随后使用基于最小二乘蒙特卡洛、遗传算法的网络优化模型的求解方法,实现了对问题的有效求解,并给出了算例。Nguyen Dupuis网络的计算结果表明:(1)实物期权可以有效地描述建设方案的灵活性,提高决策的合理性;(2)期权的价值随着需求波动性的增加而提高,建设方案也会提前;(3)实物期权更加符合交通建设适度超前的概念。In order to cope with the inappropriate assumption of real conditions in traditional four-stage method, in terms of the uncertainty of demand, the optimization is divided into dynamic and static strategies. Using the cost-recovery and link improvement constrains, the uncertainty optimization model considering time factor is set up to determine the optimal network and project scheduling which can describe the value of flexibility of optimization strategies which is not considered in traditional model by real option theory. Then, the algorithm based on least square Monte Carlo algorithm and genetic algorithm is developed for solving the network design problem properly, and the numerical example is given. The numerical result obtained by Nguyen Dupuis network indicate that （1） real option can effectively describe the flexibility of project scheduling which can improve the rationality of decision-making; （2） the value of real option increases and project scheduling will be advanced as the fluctuation of demand increases ; （3） real option can describe the concept of ＂moderate advanced＂ in transportation construction properly.

关 键 词：交通工程 离散交通网络设计 实物期权 需求不确定 双层模型 

分 类 号：U491.1[交通运输工程—交通运输规划与管理]