基于有限理性假设的秘书问题研究

发布时间：2018-03-23 17:38

本文选题：秘书问题　切入点：均值标杆　出处：《管理科学》2007年02期

【摘要】：已有解决秘书问题的方法主要是以取样选项中的最大值作为标杆,其优点是能保证赢的概率最大,但很少考虑决策者的有限理性与启发式偏见。探索性地提出截止阀法则的均值标杆与次大值标杆策略的设想,通过计算机仿真实验与理论求解验证与比较了该策略的特征与规律。结果发现,均值标杆的决策最优度明显优于最大值标杆,决策最优度随标杆变动呈U型曲线变化趋势,最高点是均值标杆20%及其附近,赢的概率随着标杆的降低而逐渐减少,且最优截止阀值也不断后移。
[Abstract]:The existing methods of solving the secretary's problem are mainly based on the maximum value of the sampling option, which has the advantage of ensuring the highest probability of winning. However, the limited rationality and heuristic bias of decision makers are seldom considered. The characteristics and laws of the strategy are verified and compared by computer simulation experiment and theoretical solution. The results show that the decision optimality of the mean pole is obviously better than that of the maximum benchmark, and the decision optimality varies with the change of the benchmark. The highest point is 20% of the mean mark and its vicinity. The probability of winning decreases with the decrease of the benchmark, and the optimal cut-off value also moves backward.
【作者单位】：西安交通大学管理学院西安交通大学管理学院西安交通大学管理学院西安交通大学管理学院
【基金】：国家自然科学基金(70372049) 国家自然科学基金优秀创新群体项目(70121001)
【分类号】：C931.46;F224

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