基于Monte Carlo的高速公路运营效益敏感性分析方法研究

发布时间：2019-07-06 16:08

【摘要】：近年来随着高速公路投资力度的加大,我国高速公路运营里程逐年大幅度增加,其后评价工作也陆续展开,运营效益评价为其中的专题之一。由于高速公路运营环境的复杂性和本身的特殊性,影响运营效益的不确定因素越来越多,致使建设投资者的投资风险也就越来越大。因此,在高速公路飞跃发展的今天,如何进行运营效益风险识别和评估,有效地进行风险控制并采取针对性措施加强运营管理,使其最大限度的发挥经济效益和社会效益,成为当今交通运输筮待解决的问题,是各投资方乃至全社会关注的热点问题。本文试图通过基于Monte Carlo模拟的高速公路运营效益敏感性分析,得到运营效益评价指标的概率分布及评价指标对各不确定因素的敏感程度,为高速公路投资决策和运营管理提供参考依据。本文从不确定性和风险的联系出发,首先进行了运营效益影响因素分析,研究分析了运营效益不确定因素,并进行了基于主因素分析的运营效益不确定因素等级划分；其次研究分析了运营效益不确定因素中传统敏感性分析方法的优缺点,提出了概率分析对敏感性分析的改进；然后研究了Monte Carlo模拟理论应用于运营效益敏感性分析的基本步骤,确定了运营效益随机变量选择方法及概率分布方法,以及基于Spearman秩相关的敏感性系数求解方法,构建了敏感性系数的标准化模型；最后将上述理论方法与新原高速公路运营的实际情况相结合进行实证验算,计算得出新原高速公路运营期净现值的概率分布和净现值对各不确定因素的敏感程度,分析计算结果可以为新原高速公路后续运营管理决策提供参考。本文重点研究了蒙特卡罗模拟方法在高速公路运营效益敏感性分析中的应用,此理论和方法应用到高速公路运营效益评价中尚处于探索阶段,旨在提高对运营效益不确定性分析方面的认识,为运营效益评价提供更为科学合理的方法,并用以指导实践。
[Abstract]:In recent years, with the increase of highway investment, the mileage of expressway operation in our country has increased greatly year by year, and then the evaluation work has been carried out one after another, and the evaluation of operation benefit is one of the topics. Due to the complexity of expressway operation environment and its own particularity, there are more and more uncertain factors that affect the operation benefit, so the investment risk of construction investors is becoming greater and greater. Therefore, with the rapid development of expressway today, how to identify and evaluate the risk of operation benefit, effectively carry out risk control and take targeted measures to strengthen the operation management, so as to maximize the economic and social benefits, has become a problem to be solved in transportation divination, which is a hot issue concerned by all investors and even the whole society. Through the sensitivity analysis of expressway operation benefit based on Monte Carlo simulation, this paper attempts to obtain the probability distribution of operation benefit evaluation index and the sensitivity of evaluation index to each uncertain factor, so as to provide reference for highway investment decision and operation management. Starting from the relationship between uncertainty and risk, this paper first analyzes the influencing factors of operational benefit, studies and analyzes the uncertain factors of operational benefit, and classifies the uncertain factors of operational benefit based on the main factor analysis. Secondly, it studies and analyzes the advantages and disadvantages of the traditional sensitivity analysis method in the uncertain factors of operational benefit, and puts forward the improvement of probability analysis to sensitivity analysis. Then the basic steps of applying Monte Carlo simulation theory to operational benefit sensitivity analysis are studied, the random variable selection method and probability distribution method of operational benefit are determined, and the sensitivity coefficient solution method based on Spearman rank correlation is constructed, and the standardized model of sensitivity coefficient is constructed. Finally, the above theory and method are combined with the actual situation of Xinyuan Expressway operation, and the probability distribution and sensitivity of NPV to various uncertain factors are calculated. The analysis and calculation results can provide a reference for the subsequent operation and management decision of Xinyuan Expressway. This paper focuses on the application of Monte Carlo simulation method in the sensitivity analysis of expressway operation benefit. The application of this theory and method to highway operation benefit evaluation is still in the exploratory stage. The purpose of this paper is to improve the understanding of operation benefit uncertainty analysis, to provide more scientific and reasonable methods for operation benefit evaluation, and to guide practice.
【学位授予单位】：长沙理工大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F542;F224

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