风险价值法在动态决策中的应用

Application of The Risk Value to The Decision Making in Risky Dynamic State

文章叙述了在马尔柯夫(MorKov)动态变化过程中,应用风险价值法对风险型方案进行决策、并且,讨论了在动态过程中针对不同策略情况下如何进行决策。提出了用寿命期内风险价值的大小以及决策者能否承受来正确选择方案。

The article narrates how a dynamic decision is made for a risky plan in Morkovs dynamic changing process by applying risk-value method. It also discusses how to make a decision with the improving measure or without it. Moreover the article raises a correct plan for choosing the size of risk value and ihc endurance of its risk value in life period of plan.