Multi-objective portfolio optimization of system-of-systems based on robust capabilities

被引：2

作者：

Li R. ^{[1
]}

Wang Z. ^{[1
]}

Yu M. ^{[1
]}

He H. ^{[1
]}

机构：

[1] College of Command and Control Engineering, Army Engineering University, Nanjing

来源：

Xi Tong Gong Cheng Yu Dian Zi Ji Shu/Systems Engineering and Electronics | 2019年 / 41卷 / 05期

关键词：

Multi-objective optimization; Non-dominated sorting genetic algorithm 3 (NSGA3); Robust capabilities; System-of-systems (SoS);

D O I：

10.3969/j.issn.1001-506X.2019.05.15

中图分类号：

学科分类号：

摘要：

To solve the problem of uncertain system contribution under different scenarios for the problem of portfolio optimization, an optimization and decision-making method based on robust capabilities is proposed. First, the quantitative description of the robust capabilities and fuzzy capabilities risk is given. Then, a multi-objective portfolio optimization model is established, balancing maximum capabilities, minimum construction risk and cost, within the constraints of military capability requirements. The improved non-dominated sorting genetic algorithm 3 (NSGA3) is adopted to solve the model by generating a set of non-inferior solutions that meet the decision-making requirements. Finally, simulation experiments verify the effectiveness of the model and algorithm, and can provide support for the overall construction plan of the system. © 2019, Editorial Office of Systems Engineering and Electronics. All right reserved.

引用

页码：1034 / 1042

页数：8

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