部分概率信息及优化水平λ下的策略优选法

A Method for Optimization of Decisions under Incomplete Information and λ-Level

基于区间数之间两两比较的可能度以及优化水平λ ,提出了一种在概率信息不完全及条件期望损失值为区间数的情况下确定最优策略的方法 .该法通过与决策者进行交互 ,逐步缩减策略集 ,以至最终获得最优策略 .它能充分地考虑到决策者在决策过程中的主观愿望 ,且具有所需信息少、易于在计算机上实现等特点 .最后进行了算例分析 .理论分析及数据结果均表明 :该法可行且有效 ,从而为求解部分概率信息下的不确定型决策问题提供了一条新途径 .

Based on the concepts of possibility degree of comparison between two interval numbers and λ level of optimization, this paper presents a method for choosing the optimal decision from the given ones with incomplete probability information and under the conditions that the conditional expectation loss values are interval numbers. The method is interactive with the decision maker, and by reducing the given strategies gradually the optimal strategy can be obtained. The method can meet the subjective desire of the decision maker sufficiently and needs less information. It is also easy to implement on a computer. Finally, a numerical example is given. The theoretical analysis and numerical result all show that the method is feasible and effective. Thus, a new way is offered to solve decision making problem with incomplete information.