一类有限理性的建模和决策分析方法的研究68

发布时间：2017-01-02 11:05

本文关键词：一类有限理性的建模和决策分析方法的研究，由笔耕文化传播整理发布。

华中科技大学；博士学位论文；一类有限理性的建模和决策分析方法的研究；姓名：王清；申请学位级别：博士；专业：系统工程；指导教师：赵勇；20091101；华中科技大学博士学位论文；摘要；决策理论的发展始终伴随着对理性的研究和探讨；本文旨在建立一类有限理性的数学模型，分析现实决策；应用上，本文考虑到设计者和用户在产品概念设计中的；华中科技大学博士学位论文；证了该方

华中科技大学

博士学位论文

一类有限理性的建模和决策分析方法的研究

姓名：王清

申请学位级别：博士

专业：系统工程

指导教师：赵勇

20091101

华中科技大学博士学位论文

摘要

决策理论的发展始终伴随着对理性的研究和探讨。经典决策理论的核心是建立在Von Neumann-Morgenstern的效用存在性公理体系上的期望效用理论，但是现实中许多人不是理想的“经济人”，，即使有决策分析人员协助并有充裕时间对重大而又复杂的问题作决策时，也不是完全理性的。随着一些选择悖论的发现以及心理学、行为学实验对经典决策理论的质疑，学者们开始剖析和研究人类实际存在的有限理性特性，尝试修正和完善传统的决策模型，以期建立可用于描述个体真实行为的决策理论与分析方法。

本文旨在建立一类有限理性的数学模型，分析现实决策者个体偏好不一致现象中潜在的一些理性规律，并将其用于指导并改进生产实践中的决策活动。论文的一个核心思想是：决策者的偏好可分为内在偏好和显示偏好两种，其中显示偏好是评价和衡量决策者内在理性的一个重要依据。具体地，针对多方案选择中偏好的不一致性，本文建立了基于准则的偏好关系模型，分析了偏好特性与个体内在理性之间的潜在规律，解释了问题形式的改变而导致悖论的原因；通过建立序数偏好和基数效用的有限感知模型，研究了公理化条件下决策函数与偏好的一致关系，可为复杂问题中决策者决策行为的理性分析和评价提供依据，同时给出了提高决策者满意度的具体策略和建议；结合决策者的经验理性，讨论了案例决策中的双重理性决策模式，并建立了基于案例的有限理性决策模型，该模型在降低决策偏差的同时，也保留了经验模式的创新启发性。

应用上，本文考虑到设计者和用户在产品概念设计中的有限理性特征，将产品概念设计和案例决策分析方法相结合，强调人在设计过程中的思维转化和导向作用，研究了一类“以人为中心”的产品概念设计方法。该方法应用迭代循环的设计流程和灵活可变的索引规则，遵循“从特殊到一般，从整体到局部”的设计思路，不断对产品设计方案进行调整和完善，形成最终设计方案。该方法不但降低了构建案例库的复杂程度，也提高了推理过程对设计者创新能力的启发作用，在“以人为中心”的产品概念设计方法的研究领域是一个尝试。而且，应用一个摩托车设计的实例验

华中科技大学博士学位论文

证了该方法指导产品设计的可行性。

本文探讨的一类有限理性建模问题，在一定程度上突破了理性不可度量的瓶颈，为深化复杂问题的决策分析给出了一个新的途径和方法，这对于社会经济系统的机理复杂性研究、正确认识和理解现实经济现象以及有效处理实际决策问题，有着重要的理论意义和学术价值。

关键词：决策理性; 选择悖论; 有限理性建模; 有限感知; 显示偏好; 案例决策; 经验理性; 产品概念设计.

华中科技大学博士学位论文

Abstract

Decision theory is developed all along with the research and the discussion of rationality. The core of classical decision theory is established on the Expected Utility Theory based on utility existence axioms system of Von Neumann-Morgenstern. However, many real-life people are not perfect economic men even if they solve complex decision problems with assistance from decision analysers and enough time. In the wake of the paradoxes of choice and doubts of classical decision theory from psychological and behavioral experiments, scholars started to analyze and study the subsistent bounded rational characteristics of human beings. Available decision models are amended to establish and analyze the decision theory and methods to describe actual individual decision.

The aim is to establish the mathematical model of bounded rationality and analyze rational disciplines hidden behind the phenomenon of inconsistent preferences of individual decision makers which can be used to guide to make decisions during the production practices. One of the core concepts is that, the decision preferences can be devided into internal preferences and revealed preferences, in which, the revealed preference is an important indicator for evaluating and measuring the intrinsic rationality. Specifically, aiming at the inconsistency of preferences during choice problems, the latent relationship between the preferences and individual rationality is revealed by the criteria-based preference model which explains the basic reason of the preference bias caused by the problem’s formal changes. By establishing mathematic models based on ordinal preference and cardinal utility, the consistence between decision functions and preferences under the axiomatic conditions are discussed. The conclusion provides the theoretical foundation of individual decision-making capacity assessment in complex problems and indicate the method which can increase the satisfactory degree of decision-making. For the empirical rationality of decision-makers, the double rational mode of case-based decision is discussed and its bounded decision model is constructed. This model can be used in the innovative design and to reduce possiblity of decision bias.

In application, the bounded rational characteristics of designers and customers during

华中科技大学博士学位论文

the products conceptual design progress are considered. The products conceptual design and case-based decision analysis methods are integrated to construct human centered products conceptual design method. The method adjusts and perfects the design proposal during the iterative loops process with flexible index regulations. The design method not only reduces the complexibility of case library construction but also improves the innovation implication for designers during the reasoning process. The viability of the method is finally demonstrated by a motorcycle product design instance.

The bounded rational models established in the thesis breakthrough the bottleneck of immeasurable rationality and open up new ways to deepen the decision analysis of complex problems. The models can be used for reference in research on the mechanism complexity of the social economic system, and has the important theoretical significance and academic value in understanding the realistic economic phenomena correctly and treating practical decision problem effectively.

Key words：Ratinonality of decision making; the paradox of choice; bounded rationality modeling; bounded perception; revealed preference; case-based decision; empirical rational; product conceptual design.

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