基于在线学习的收益信息不确定下新产品开发项目组合动态选择策略  

Dynamic Selection of New Product Development Project Portfolio Based on Online Learning with Uncertain Revenue Information

作　　者：房超 胡雅静 郑维博 冯耕中[1] Chao Fang;Yajing Hu;Weibo Zheng;Gengzhong Feng(Schoolof Management/The Key Lab of the Ministry of Education for Process Management&Efficiency Engineering,Xi’an Jiaotong University,Xi’an 710049,China)

机构地区：[1]西安交通大学管理学院/过程管理与效率工程教育部重点实验室,陕西西安710049

出　　处：《中国管理科学》2024年第6期151-162,共12页Chinese Journal of Management Science

基　　金：国家自然科学基金项目(72171191,72002164)。

摘　　要：在实际新产品开发项目中,决策者通过对项目各阶段收益信息的观测与学习动态调整项目组合选择策略,从而获得更高利润。本文针对新产品开发项目组合选择的动态性以及收益信息的不确定性,首先建立包含选择、继续与取消三种决策类型的优化模型;其次,提出基于在线学习的项目组合动态选择策略;最后,对案例与不考虑学习过程的静态模型进行了对比,并对项目组合的风险偏好与收益信息不确定性程度进行了敏感性分析。结果表明:基于在线学习的项目组合动态选择策略能够提升不同效益项目之间的资源分配效率,合理的风险偏好能够提升项目组合累积净利润,并且与静态模型相比,动态模型对净利润的提升率随着项目收益信息不确定程度的上升而增加。本文研究可以为企业的项目组合动态选择与投资优化提供决策支持。Because of the existence of revenue uncertainty,enterprises often face the dilemma of making accurate decision when selecting new product development(NPD)project portfolio.Most of the existing project portfolio selection models are static that optimize the project portfolio in advance before the period of development,and hence cannot provide decision makers with management flexibility to handle the uncertain.A more common phenomenon is that an enterprise gradually learns the real situation of project revenue and make dynamic adjustments to the project portfolio during the process of project development.Therefore,in this paper an online learning method is employed to study the dynamic selection of NPD project portfolio.Firstly,in view of the dynamics of development process and the uncertainty of revenue information,an optimization model containing three decision types such as project selection,continuation and abandonment is established to maximize the cumulative net profit of the selected project portfolio.Secondly,referring to the idea of the multi-armedbandit in online learning,the value function is reconstructedby transforming the objective function of the original model.Bayesian update is used to realize the online learning of the revenue information by decision makers,and then the dynamic selection policy of project portfolio is proposed.The policy gives the rules of dynamic selection of NPD project portfolio to maximize the value of the projects.Thirdly,in the part of case analysis,the proposed dynamic model is compared with the traditional static model;the influence of decision-makers'risk preference on the objective function in online learning is also explored;and the dynamic selection results of project portfolio under different risk preference are analyzed.Finally,the sensitivity analysis is conducted on the uncertainty degree of project portfolio revenue information.The results show that the dynamic selection policy of project portfolio based on online learning can improve the resource allocation effic

关 键 词：项目组合动态选择 在线学习 信息不确定 新产品开发 

分 类 号：C934[经济管理—管理学]