摘要
为有效规避风险,上下游项目组合是提升企业自身竞争力重要的组合方式之一.考虑到项目间风险的交互效应存在时滞因素,借鉴具有时滞的捕食系统,构建交互效应下具有时滞的上下游项目组合风险系统,并运用Hopf分支理论,得到组合风险稳定与不稳定的临界τ值,以及风险不稳定时风险的变化方向和风险的周期变化情况.同时,构造合适的Lyapunov函数,得到组合风险达到全局稳定的充分条件.最后通过数值模拟分析风险随时间变化的轨线图.
To effectively avoid risks,upstream and downstream project portfolio is one of the important combinations to enhance enterprises competitiveness.Given the interaction effect of risk between projects with time delays,the time-delay′s risk system is contructed,based on the predator-prey system of time delay.The Hopf bifurcation theory is used to obtain the criticalτvalue of the combination risk stability and instability,the change direction of the risk and the periodicity changes of the risk when the risk is unstable.At the same time,the appropriate Lyapunov function is constructed,and the sufficient conditions for the global stability of the combinatorial risk are obtained.Finally,through the numerical simulation,the trajectory ofthe risk changes with time is analyzed.
出处
《纺织高校基础科学学报》
CAS
2017年第4期527-534,共8页
Basic Sciences Journal of Textile Universities
基金
国家自然科学基金资助项目(71272049)
关键词
项目组合风险
交互效应
上下游项目
时滞
project portfolio risk
interaction effects
upstream and downstream projects
delay
