Research On Security Investment Decision Based On Robust Optimization

In recent years,security accidents have occurred frequently,causing huge losses to enterprises and individuals.People's attention to safety issues has been further improved,safety awareness has gradually deepened,and the corresponding safety situation has been greatly improved,but even so,security incidents have never been far from our lives,and the causes of accidents are complex and diverse.It is impossible to completely curb its emergence,but we can find ways to prevent it from happening,which requires the investment of resources and energy,that is,the need for safe investment.Enterprises are an indispensable part of the big system of society.If the company is profitable,it can promote the continuous progress of the society.No matter which kind of industry needs enterprises to invest in advance,it also puts the profit of the company in the first place.Of course,it is operating.In the process,it is normal to have accident losses.How to avoid accidents and gain profits is a problem that enterprises need to think about.At the same time,because the resources that the company can invest in are very limited,it is impossible to invest too much in security.Research reasonable investments to ease the company's security posture.Therefore,how to make reasonable security investment to prevent possible accidents and control the security cost of enterprises within an acceptable range is an urgent problem for enterprises.First of all,this paper sorts out the past research on safety investment decision-making at home and abroad,and also focuses on the robust optimization theory,briefly analyzes the relevant research situation so far,summarizes the above combing situation,and flashes the past research.Both the points and the inadequacies are summarized and found that the traditional research safety investment decision-making method is based on the known probability distribution of security investment.In practice,the distribution information of enterprise security investment is usually limited and difficult to obtain,that is,the distribution of security investment is unknown.Therefore,the robust optimization method is proposed to further study the security investment decision problem under the condition that the investment demand is unknown.Secondly,the enterprise security cost minimization model is established,and when the demand distribution obeys the normal distribution,the model is used to obtain the safety investment amount,and then the absolute robust optimization,the deviation robust optimization and the relative robust optimization method are used to establish the investment demand.Absolute robust optimization model,bias robust optimization model,relative robust optimization model under unknown,and solve the corresponding safety investment.Finally,a case study is carried out.Through comparison of the safety investment in different situations,it is found that it is basically consistent with the reality.Different robust optimization methods are applicable to different scenarios,absolute robust optimization and bias robust optimization.In a decision-making environment that is sensitive to risk and weak in ability to withstand losses,the relative robust optimization is less conservative and can also ensure the goal of lower security cost.Therefore,the relative robust optimization is to solve the demand distribution.The problem of safe investment decision-making under unknown provides a good idea.Based on the above analysis,the potential high-risk industries in the national economy are classified into high-risk industries and non-high-risk industries,and other industries with relatively low risk factors in the national economy are classified as general industries.Through such classification,Enterprise decision makers can apply different decision-making methods to their different industries to achieve the goal of healthy development and loss reduction.