An optimal model for Project Risk Response Portfolio Selection (P2RPS) (Case study: Research institute of petroleum industry)

Document Type: Research Paper



In the real world, risk and uncertainty are two natural properties in the implementation of Mega projects. Most projects fail to achieve the pre-determined objectives due to uncertainty. A linear integer programming optimization model was used in this work to solve a problem in order to choose the most appropriate risk responses for the project risks. A mathematical model, in which work structure breakdown, risk occurrences, risk reduction measures, and their effects are clearly related to each other, is proposed to evaluate and select the project risk responses. The model aims at optimization of defined criteria (objectives) of the project. Unlike similar previous studies, in this study, the relationship between risk responses during implementation has been considered. The model is capable of considering and optimizing different criteria in the objective function depending on the kind of project. In addition, a case study related to petroleum projects is presented, and the corresponding figures are analyzed.


Main Subjects

Article Title [Persian]

مدل بهینة انتخاب پورتفولیوی پاسخ‌های ریسک پروژه (مطالعة موردی: پژوهشگاه صنعت نفت)

Authors [Persian]

  • رحمان صوفی فرد
  • مرتضی خاکزار بفروئی
Abstract [Persian]

در دنیای واقعی، غالباً اجرای پروژه‌های بزرگ به‌گونه‏‌ای است که عدم اطمینان و ریسک جزء ویژگی‌های ذاتی آن‌هاست. این عدم اطمینان به عدم موفقیت چشمگیر اغلب پروژه‌ها در رسیدن به اهداف ازپیش تعیین‌شده می‌انجامد. در این مطالعه مسئله‌ای در قالب مدل بهینه‌سازی برنامه‌ریزی عدد صحیح خطی برای انتخاب پاسخ‏های ریسک مناسب به ریسک‏‌های پروژه پیشنهاد می‌شود. مدل ریاضی مورد نظر برای ارزیابی و انتخاب پاسخ‌های ریسک پروژه پیشنهاد می‌شود که ساختار شکست کار، رویدادهای ریسک، اقدامات کاهش ریسک، و تأثیرات آن‌ها را به‌طور صریح با یکدیگر مرتبط می‌سازد. هدف مدل، بهینه‌سازی معیارهای (اهداف) تعریف‌شده برای پروژه‏‌هاست. در این مطالعه ارتباط میان پاسخ‏‌های ریسک هنگام اجرای در نظر گرفته شده است. به این موضوع در سایر تحقیقات انجام‌شده توجه نشده است. این مدل این قابلیت را دارد که براساس پروژه‏‌های تعریف‌شده، معیارهای مختلفی در تابع هدف در نظر گیرد و آن را بهینه‏‌سازی کند. همچنین، مطالعه‌ای موردی و مربوط به پروژه‏‌های نفتی نیز ارائه شده است. در نهایت، مدل با استفاده از روش محدودیت اپسیلون حل شده و نتایج عددی مربوط به مطالعة موردی تجزیه‌وتحلیل شده است.

Keywords [Persian]

  • پاسخ‌های ریسک
  • محدودیت اپسیلون
  • مدیریت ریسک
  • هم‌افزایی پاسخ‌ها
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