区间概率信息条件下的决策方法

Study on Methods of Decision-making under Interval Probability

区间概率为描述不确定性提供了一种新工具,但它不满足概率测度的可加性要求。提出了用Monte Carlo模拟法、非线性方法和线性方法将区间概率转化为满足可加性要求的概率测度——传统概率,使得区间概率信息条件下的不确定性决策问题可以通过现有的决策方法进行方案优选。

Interval probability theory（IPT） provides a new tool to study uncertainty,though it can not satisfy with the additive requirement of measurement. This paper presents three methods,Monte Carlo simulation,non-linear transmission and linear transmission to convert the interval probability to classical point probability which can satisfy the additive requirement of measurement.By the methods provided in this paper,the decision-making under interval probability can be solved by the classical theory of maximum expected monetary value（EMV） principle.