基于敏感度和发生概率联合熵的投资项目风险决策

传统的多因素敏感性分析方法存在着缺陷，因为在投资项目风险评价中风险因素的发生是随机的，各风险因素的发生是非线性和非独立的。针对投资项目决策过程中多因素、非线性随机环境下产生的决策风险，综合考虑风险因素敏感度和风险因素发生概率，通过风险因素敏感度熵值分析模型和风险因素发生概率熵值分析模型计算出风险评价指标的联合熵权，以评价投资项目的不确定性风险程度，建立投资项目多因素非线性风险分析的多方案决策模型。

Risk decision-making of investment project based on joint entropy of sensitivity and probability

There are limitations in traditional multi-factor sensitivity analysis approach since the emergence of risk factors is random in investment project risk evaluation,and the emergence of each risk factor is non-linear and non-independent.Aimed at the decision-making risk engendered in multi-factor,non-linear and random conditions during investment project decision-making process,the sensitivity and probability of risk factors are considered comprehensively,and the joint entropy weight of risk evaluation indic...