库存问题的子值结点决策影响图方法

本文运用子值结点决策影响图方法,表征求解带有预测和相关需求的库存问题,并将其与动态规划方法作了比较。     

Perspectives on Risk Management

The development of the techniques of risk assessment and management are considered, noting the early emphasis on quantitative approaches. The basic strategies available to governments for risk management—educational, economic, and regulatory—are discussed. Six specific issues are considered with reference to the Canadian experience and the lessons learned. These are: the separation of risk assessment from risk management; the uncertainties of science; the weakness of numerical comparisons; too great a trust in education; the Great White Father Syndrome; and regulatory perils. This examination shows a number of inadequacies in the application of risk management techniques. It is suggested that knowledge of the limitations of quantitative assessment in its application to decision-making together with the involvement of those affected by the risk in the decision-making processes will lead to greater success.     

Anesthesia Patient Risk: A Quantitative Approach to Organizational Factors and Risk Management Options

The risk of death or brain damage to anesthesia patients is relatively low, particularly for healthy patients in modern hospitals. When an accident does occur, its cause is usually an error made by the anesthesiologist, either in triggering the accident sequence, or failing to take timely corrective measures. This paper presents a pilot study which explores the feasibility of extending probabilistic risk analysis (PRA) of anesthesia accidents to assess the effects of human and management components on the patient risk. We develop first a classic PRA model for the patient risk per operation. We then link the probabilities of the different accident types to their root causes using a probabilistic analysis of the performance shaping factors. These factors are described here as the "state of the anesthesiologist" characterized both in terms of alertness and competence. We then analyze the effects of different management factors that affect the state of the anesthesiologist and we compute the risk reduction benefits of several risk management policies. Our data sources include the published version of the Australian Incident Monitoring Study as well as expert opinions. We conclude that patient risk could be reduced substantially by closer supervision of residents, the use of anesthesia simulators both in training and for periodic recertification, and regular medical examinations for all anesthesiologists.     

两级生产与需求不确定下供应链风险共担模型研究

研究原材料生产、产成品生产以及市场需求不确定下供应链风险共担契约与模型.分析了独立无协调决策与集中决策下,供应链系统的生产与订购决策,证明了独立无协调决策下供应商与制造商之间存在的纳什均衡博弈降低了供应链利润.为了降低供应链主体面临的两级生产与需求不确定性的风险,构建了风险共担协调契约与模型,最后进行了算例分析.研究表明,不考虑两级生产与需求不确定性所进行的决策,使得供应链利润显著降低,说明研究两级生产与需求不确定下供应链运作问题具有重要意义;风险共担协调契约,可以减少两级生产与需求不确定性对供应链效益的影响,提高供应商生产的积极性,使得基于风险共担的供应链利润达到了集中决策供应链的利润水平,从而实现供应链系统的帕累托改进.     

Making Sense of Risk—A Sociological Perspective on the Management of Risk

This article describes how risk has been conceptualized in the business and organizational literature through four distinct transformations: from the techno‐scientific perspective to the cognitive, the social‐cultural, and, finally, to the constructionist perspective. Each domain conceptualizes risk in different ways, as organizations have found it difficult to understand and mitigate using the risk management tools available. Conceptualizing risk as sensemaking becomes relevant due to the complexity of information available to the risk manager, and, coupled with time constraints, this means that risk managers increasingly rely on making sense of possible threats rather than on the accuracy of the information received. This shift presents four contributions to the current literature. First, it suggests that the role of risk management is shifting from being technical in nature to being about risk sensemaking, where the manager engages with the social and physical environment with the aim of acquiring cues that could indicate how future events will unfold. Second, a sensemaking perspective implies a shift in the use of risk management systems from being “containers” of knowledge about past risk events to lending legitimacy to the plausibility of the success of future decisions. Third, the role of the risk manager in managing individual risks changes and becomes one of managing everything using the social networks and systems available as indicators of future risk events. Finally, the risk manager and the systems he or she relies upon are regarded as a source of risk in themselves as both act as gatekeepers for organizational risk decision making.     

Probabilistic Risk Analysis and Game Theory

The behavioral dimension matters in Probabilistic Risk Analysis (PRA) since players throughout a system incur costs to increase system reliability interpreted as a public good. Individual strategies at the subsystem level generally conflict with collective desires at the system level. Game theory, the natural tool to analyze individual-collective conflicts that affect risk, is integrated into PRA. Conflicts arise in series, parallel, and summation systems over which player(s) prefer(s) to incur the cost of risk reduction. Frequently, the series, parallel, and summation systems correspond to the four most common games in game theory, i.e., the coordination game, the battle of the sexes and the chicken game, and prisoner's dilemma, respectively.     

The Role of Decision Analysis in Risk Analysis: A Retrospective

In commemorating the 40th anniversary of Risk Analysis, this article takes a retrospective look at some of the ways in which decision analysis (as a “sibling field”) has contributed to the development both of the journal, and of risk analysis as a field. I begin with some early foundational papers from the first decade of the journal's history. I then review a number of papers that have applied decision analysis to risk problems over the years, including applications of related methods such as influence diagrams, multicriteria decision analysis, and risk matrices. The article then reviews some recent trends, from roughly the last five years, and concludes with observations about the parallel evolution of risk analysis and decision analysis over the decades—especially with regard to the importance of representing multiple stakeholder perspectives, and the importance of behavioral realism in decision models. Overall, the extensive literature surveyed here supports the view that the incorporation of decision-analytic perspectives has improved the practice of risk analysis.     

Risk Analysis and Risk Management: An Historical Perspective

This paper reviews the history of risk analysis and risk management, giving special emphasis to the neglected period prior to the 20th century. The overall objective of the paper is to: (1) dampen the prevailing tendency to view present-day concerns about risk in an ahistorical context; (2) shed light on the intellectual antecedents of current thinking about risk; (3) clarify how contemporary ideas about risk analysis and societal risk management differ significantly from the past; and (4) provide a basis for anticipating future directions in risk analysis and management.     

Testing the Cultural Theory of Risk in France

Cultural Theory, as developed by Mary Douglas, argues that differing risk perceptions can be explained by reference to four distinct cultural biases: hierarchy, egalitarianism, individualism, and fatalism. This paper presents empirical results from a quantitative survey based on a questionnaire devised by Karl Dake to measure these cultural biases. A large representative sample (N = 1022) was used to test this instrument in the French social context. Correlations between cultural biases and perceptions of 20 social and environmental risks were examined. These correlations were very weak, but were statistically significant: cultural biases explained 6%, at most, of the variance in risk perceptions. Standard sociodemographic variables were also weakly related to risk perceptions (especially gender, social class, and education), and cultural biases and sociodemographic variables were themselves inter correlated (especially with age, social class, and political outlook). The authors compare these results with surveys conducted in other countries using the same instrument and conclude that new methods, more qualitative and contextual, still need to be developed to investigate the cultural dimensions of risk perceptions. The paper also discusses relationships between perceptions of personal and residual risk, and between perceived risk and demand for additional safety measures. These three dimensions were generally closely related, but interesting differences were observed for some risk issues.     

The Management of Risk: Application to the Welding Industry

The management of health risk in the welding industry is considered based on a discussion of the major sources of harm to welders arising from their employment (e.g., accidents and inhalation of fumes and gases). It is shown that present methods neither enable the assessment of the societal and human costs involved, nor permit the specific association of delayed health effects to occupational fume exposures. Reported accidents usually occur early in the working experience and contribute to a large number of working days lost, while fume exposures may contribute to a reduction in life quality which is poorly defined. It is concluded that risk management can only be attempted after much more information is made available concerning the origin, nature, and duration of health effects, especially as related to individual welding technologies and applications.     

Factors in Risk Perception

Risk perception is a phenomenon in search of an explanation. Several approaches are discussed in this paper. Technical risk estimates are sometimes a potent factor in accounting for perceived risk, but in many important applications it is not. Heuristics and biases, mainly availability, account for only a minor portion of risk perception, and media contents have not been clearly implicated in risk perception. The psychometric model is probably the leading contender in the field, but its explanatory value is only around 20% of the variance of raw data. Adding a factor of unnatural risk considerably improves the psychometric model. Cultural Theory, on the other hand, has not been able to explain more than 5–10% of the variance of perceived risk, and other value scales have similarly failed. A model is proposed in which attitude, risk sensitivity, and specific fear are used as explanatory variables; this model seems to explain well over 30–40% of the variance and is thus more promising than previous approaches. The model offers a different type of psychological explanation of risk perception, and it has many implications, e.g., a different approach to the relationship between attitude and perceived risk, as compared with the usual cognitive analysis of attitude.     

The SAM Framework: Modeling the Effects of Management Factors on Human Behavior in Risk Analysis

Complex engineered systems, such as nuclear reactors and chemical plants, have the potential for catastrophic failure with disastrous consequences. In recent years, human and management factors have been recognized as frequent root causes of major failures in such systems. However, classical probabilistic risk analysis (PRA) techniques do not account for the underlying causes of these errors because they focus on the physical system and do not explicitly address the link between components' performance and organizational factors. This paper describes a general approach for addressing the human and management causes of system failure, called the SAM (System-Action-Management) framework. Beginning with a quantitative risk model of the physical system, SAM expands the scope of analysis to incorporate first the decisions and actions of individuals that affect the physical system. SAM then links management factors (incentives, training, policies and procedures, selection criteria, etc.) to those decisions and actions. The focus of this paper is on four quantitative models of action that describe this last relationship. These models address the formation of intentions for action and their execution as a function of the organizational environment. Intention formation is described by three alternative models: a rational model, a bounded rationality model, and a rule-based model. The execution of intentions is then modeled separately. These four models are designed to assess the probabilities of individual actions from the perspective of management, thus reflecting the uncertainties inherent to human behavior. The SAM framework is illustrated for a hypothetical case of hazardous materials transportation. This framework can be used as a tool to increase the safety and reliability of complex technical systems by modifying the organization, rather than, or in addition to, re-designing the physical system.     

Multiattribute Risk Analysis in Nuclear Emergency Management

Radiation protection authorities have seen a potential for applying multiattribute risk analysis in nuclear emergency management and planning to deal with conflicting objectives, different parties involved, and uncertainties. This type of approach is expected to help in the following areas: to ensure that all relevant attributes are considered in decision making; to enhance communication between the concerned parties, including the public; and to provide a method for explicitly including risk analysis in the process. A multiattribute utility theory analysis was used to select a strategy for protecting the population after a simulated nuclear accident. The value-focused approach and the use of a neutral facilitator were identified as being useful.     

西方金融机构的风险管理与金融监管

本文主要讨论西方金融机构的风险管理和金融监管机制。我们对西方金融机构的风险管理技术、金融机构的内部风险管理机制、国际金融监管组织以及西方主要国家监管当局的监管措施进行了介绍和评述。我们希望西方国家的风险管理和金融监管的措施和经验能够为我国的金融体制改革所借鉴。     

集团公司战略风险管理的理论探讨

本文对集团公司战略管理过程中产生战略风险的机制从公司整体运行的角度进行研究,提出了公司战略风险管理的系统化理论模型,并从公司的环境、资源、能力和公司主题战略四个方面分析了战略风险产生的风险机理。并提出了环境和资源对公司战略主题目标的实现的影响及产生风险的机制。     

Dynamic Risk Management Systems: Hybrid Architecture and Offshore Platform Illustration

This paper describes and illustrates the architecture of computer-based Dynamic Risk Management Systems (DRMS) designed to assist real-time risk management decisions for complex physical systems, for example, engineered systems such as offshore platforms or medical systems such as patient treatment in Intensive Care Units. A key characteristic of the DRMSs that we describe is that they are hybrid, combining the powers of Probabilistic Risk Analysis methods and heuristic Artificial Intelligence techniques. A control module determines whether the situation corresponds to a specific rule or regulation, and is clear enough or urgent enough for an expert system to make an immediate recommendation without further analysis of the risks involved. Alternatively, if time permits and if the uncertainties justify it, a risk and decision analysis module formulates and evaluates options, including that of gathering further information. This feature is particularly critical since, most of the time, the physical system is only partially observable, i.e., the signals observed may not permit unambiguous characterization of its state. The DRMS structure is also dynamic in that, for a given time window (e.g., 1 day or 1 hour), it anticipates the physical system's state (and, when appropriate, performs a risk analysis) accounting for its evolution, its mode of operations, the predicted external loads and problems, and the possible changes in the set of available options. Therefore, we specifically address the issue of dynamic information gathering for decision-making purposes. The concepts are illustrated focusing on the risk and decision analysis modules for a particular case of real-time risk management on board offshore oil platforms, namely of two types of gas compressor leaks, one progressive and one catastrophic. We describe briefly the DRMS proof-of-concept produced at Stanford, and the prototype (ARMS) that is being constructed by Bureau Veritas (Paris) based on these concepts.     

Risk Management across the Globe: Insights from a Comparative Look at Sweden, Japan, and the United States

In light of the present day risk controversies such as global warming and hormones in beef, partially caused by a more globalized world, national differences and similarities in how to manage risks become increasingly important. In this brief "perspective" we focus on how risks are managed in three nations, namely Japan, Sweden, and the United States, specifically focusing on the roles of deliberation, risk analysis, and the importance of cultural factors.     

重大工程项目风险管理中的综合集成方法

随着我国计划经济体制向市场经济体制的逐步过渡,重大工程项目所面临的风险越来越大,加强对重大工程项目风险管理的理论研究和实际应用就显得非常重要。本文对重大工程项目中风险的特点进行了剖析,提出了以综合集成方法为指导对重大工程项目进行全寿命动态风险管理的观点,并对如何制订和实施项目风险管理计划作了具体分析。     

利益相关者参与公司管理的进化博弈分析

利用进化博弈的复制动态方法,建立企业管理决策的进化博弈模型,研究利益相关者参与公司管理可能演化的管理模式.研究结果表明,企业最终进化成哪一种管理模式取决于初始时选择某一种管理模式的管理者比例,而这种比例与选择这种模式带给博弈方的收益大小有关系.