基于风险偏好差异性假设的动态决策过程研究

发布时间：2018-06-29 06:20

本文选题：差异性 + 风险偏好　；参考：《管理科学学报》2016年04期

【摘要】：针对风险偏好差异性决策者共存时的决策过程进行研究,提出边求解边对决策者分类决策再进行信息融合的动态决策策略.从客观数据角度基于属性值相似关系提取有效属性并对有效属性进行赋权;根据决策者对决策活动的选择判断逐步嵌入风险偏好(风险偏好型、风险中立型、风险规避型);基于属性值之间的可能度与相似度,构建相应类型的风险偏好预期理论模型;在决策信息集结与决策对象排序过程中,根据决策者的风险偏好特征选择相适应的算法模型;针对风险偏好差异性决策者共存的情形,基于决策结果公平效用最大化的角度提出新的信息融合模型构建算法;通过实际案例进行分析并验证这一新方法的科学合理性.
[Abstract]:Based on the study of the decision-making process in the coexistence of decision makers with different risk preference, a dynamic decision-making strategy is proposed, in which the decision makers are classified and fused with information while solving the problem. From the angle of objective data, the valid attributes are extracted based on the similarity relation of attribute values and the effective attributes are empowered, and the risk preference (risk preference type, risk neutral type) is embedded step by step according to the decision makers' choice of decision activities. Based on the possibility and similarity between attribute values, we construct the corresponding risk preference expectation theory model; in the process of decision information aggregation and decision object ranking, we construct the corresponding risk preference expectation theory model based on the possibility and similarity between attribute values. According to the risk preference characteristics of the decision makers, the adaptive algorithm model is selected, and a new information fusion model is proposed based on the maximization of the fair utility of the decision results in view of the coexistence of the decision makers with different risk preferences. The scientific rationality of the new method is verified by practical cases.
【作者单位】：南京理工大学经济管理学院;清华大学经济管理学院;南京理工大学机械工程学院;南京航空航天大学经济与管理学院;
【基金】：国家自然科学基金青年基金资助项目(71301075) 江苏省自然科学基金青年基金资助项目(BK20130770) 博士后国际交流计划派出项目(21040072) 江苏省博士后科研资助计划项目(1501040A) 南京理工大学“卓越计划紫金之星”资助项目;南京理工大学青年教师科研基金资助项目(JGQN1401)
【分类号】：C934

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