-مدیریت و ارزیابی سبد پروژه‌های مستقل در شرایط عدم قطعیت و سازگاری پروژه‌ها

نوع مقاله : مقاله پژوهشی

نویسندگان

1 استادیار مهندسی صنایع، دانشکده مهندسی، دانشگاه سراسری کاشان، کاشان، ایران.

2 دانشجوی مهندسی صنایع، دانشکده مهندسی، دانشگاه سراسری کاشان، کاشان، ایران

چکیده

چکیده: در این تحقیق به بررسی و پیشنهاد رویکردهایی جهت انتخاب اقتصادی‌ترین پروژه‌ها در شرایط ریسک و عدم قطعیت پرداخته می‌شود. این بررسی در حالتی است که پروژه‌های مورد بررسی مستقل هستند و ماهیتاً امکان انتخاب چند گزینه، به عنوان سبدی از پروژه‌ها، بصورت همزمان وجود دارد. معیار محدودکننده‌ی سرمایه‌گذار در انتخاب سبدهای بزرگتر، محدودیت در بودجه و سرمایه‌ در دسترس است که تعیین می‌نماید کدام پروژه‌ها اقتصادی بوده و قابل انتخاب هستند. ولیکن تغییرپذیری‌ و نوسان در مطلوبیت اقتصادی پروژه‌ها که ناشی از عدم قطعیت‌های بیرونیست، عامل مهمی است که می‌بایست در این ارزیابی‌ها لحاظ گردد. در این تحقیق دو رویکرد متفاوت جهت ارزیابی اقتصادی سبد پروژه‌ها در شرایط ریسک و عدم قطعیت پیشنهاد می‌شود. رویکرد اول بر مبنای تابع توزیع نرمال و با معیار کمترین ضریب تغییرات طراحی می‌شود، درحالیکه رویکرد دوم بر اساس اصلاحِ بودجه در دسترس و با معیار بیشترین امیدریاضی عمل می‌کند. در انتها نتایج رویکردهای پیشنهاد شده، بر اساس نمونه مسائل ارایه شده، مورد تجزیه و تحلیل و ارزیابی قرار می‌گیرد.

کلیدواژه‌ها

موضوعات


عنوان مقاله [English]

The Management and Evaluation of Independent Project Portfolios under Uncertainty and Projects Incompatibility

نویسندگان [English]

  • Hadi Mokhtari 1
  • Zeinab Habibi 2
1 Assistant Professor, Department of Industrial Engineering, Faculty of Engineering, University of Kashan, Kashan, Iran.
2 BSc Student of Industrial Engineering, Department of Industrial Engineering, Faculty of Engineering, University of Kashan, Kashan, Iran.
چکیده [English]

This research focuses on evaluating and proposing some approaches in order to choose the most economic projects under risk and uncertainty. In this investigation, the considered projects are independent and naturally selecting multiple options, as a project portfolio, is possible. The restrictive criterion for the investor in selecting large-scale portfolios is the limited available budget and capital that determine which projects are economic and can be selected. However, variations and inconsistencies in the economic utility of projects, which is caused by external uncertainties, is an important factor that should be considered in such evaluations. In this research, two different approaches are proposed for the economic evaluation of project portfolio under risk and uncertainty. The first approach is designed based on a normal distribution curve and the minimum coefficient of variation (CV), while the second one acts based on a corrected available budget and the maximum expected value. Finally, the results of the proposed approaches are evaluated and analyzed considering the presented sample problems.  

کلیدواژه‌ها [English]

  • Economic Crisis
  • Economic Evaluation
  • Project Portfolios
  • Risk and Uncertainty
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