[1]孙在东,达庆利,徐泽水.部分概率信息及优化水平λ下的策略优选法[J].东南大学学报(自然科学版),2001,31(4):121-124.[doi:10.3969/j.issn.1001-0505.2001.04.028]
 Sun Zaidong,Da Qingli,Xu Zeshui.A Method for Optimization of Decisions under Incomplete Information and λ-Level[J].Journal of Southeast University (Natural Science Edition),2001,31(4):121-124.[doi:10.3969/j.issn.1001-0505.2001.04.028]
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部分概率信息及优化水平λ下的策略优选法()
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《东南大学学报(自然科学版)》[ISSN:1001-0505/CN:32-1178/N]

卷:
31
期数:
2001年第4期
页码:
121-124
栏目:
经济与管理
出版日期:
2001-07-20

文章信息/Info

Title:
A Method for Optimization of Decisions under Incomplete Information and λ-Level
作者:
孙在东 达庆利 徐泽水
东南大学经济管理学院, 南京 210096
Author(s):
Sun Zaidong Da Qingli Xu Zeshui
College of Economics and Management, Southeast University, Nanjing 210096, China)
关键词:
期望损失值被支配 状态概率 区间数
Keywords:
expectation loss value dominated state probability interval number
分类号:
C934
DOI:
10.3969/j.issn.1001-0505.2001.04.028
摘要:
基于区间数之间两两比较的可能度以及优化水平λ, 提出了一种在概率信息不完全及条件期望损失值为区间数的情况下确定最优策略的方法. 该法通过与决策者进行交互, 逐步缩减策略集, 以至最终获得最优策略. 它能充分地考虑到决策者在决策过程中的主观愿望, 且具有所需信息少、易于在计算机上实现等特点. 最后进行了算例分析. 理论分析及数据结果均表明: 该法可行且有效, 从而为求解部分概率信息下的不确定型决策问题提供了一条新途径.
Abstract:
Based on the concepts of possibility degree of comparison between two interval numbers and λ-level of optimization, this paper presents a method for choosing the optimal decision from the given ones with incomplete probability information and under the conditions that the conditional expectation loss values are interval numbers. The method is interactive with the decision-maker, and by reducing the given strategies gradually the optimal strategy can be obtained. The method can meet the subjective desire of the decision-maker sufficiently and needs less information. It is also easy to implement on a computer. Finally, a numerical example is given. The theoretical analysis and numerical result all show that the method is feasible and effective. Thus, a new way is offered to solve decision-making problem with incomplete information.

参考文献/References:

[1] Parkan C.Decision making under partial probability information.European Journal of Operational Research,1994,79(1):115~112
[2] Parkan C,王莲芬.不完全概率信息下的决策方法.系统工程理论与实践,1997,17(2):23~32
[3] 徐泽水.一种部分概率信息下的策略优选法及其应用.系统工程学报,2001,16(3):1~4
[4] 达庆利,刘新旺.区间数线性规划及其满意解.系统工程理论与实践,1999,19(4):3~7

备注/Memo

备注/Memo:
作者简介:孙在东,男,1963年生,副教授,博士研究生.
基金项目:国家自然科学基金资助项目(79970093).
更新日期/Last Update: 2001-07-20