摘要
风险决策问题中确定方案间的优劣关系必须综合方案前景的期望效用以及前景风险.针对一类多属性风险决策问题,首先规范了其描述方法,其次明确了标准差-信息熵风险度量的概念,然后提出期望效用-风险评价准则,并建立方案的综合评价函数,能够反映决策者风险偏好和效用-风险权衡对决策的影响,最后通过算例验证所提方法的有效性,深入分析决策者主观态度与决策结果间的关系.
In risk decision making problems, the preference relation among alternatives must be confirmed under the comprehensive consideration about the expected utility and risk of the alternatives＇ prospects. Firstly, this paper specifies the description method of one type multi- attribute risk decision making problems, then gives the risk measurement definition based on standard deviation-information entropy. Then the expected utility-risk criterion is proposed to evaluate the alternatives, and also the comprehensive evaluation function is established here, it can reflects how the decision maker＇s subjective risk preference and utility-risk equilibrium affect the decisions. Lastly the validity and effectiveness of proposed method is verified through one case, and the relations between subjective attitudes and decisions axe well analyzed. ＇
出处
《数学的实践与认识》
北大核心
2015年第12期111-118,共8页
Mathematics in Practice and Theory
关键词
多属性风险决策
风险度量
EU-R准则
综合评价函数
multi-attribute risk decision making
risk measurement
eu-r criterion
compre-hensive evaluation function
