Decision-theoretic interval estimation requires the use of loss functions that, typically, take into account the size and the coverage of the sets. We here consider the class of monotone loss functions that, under qui...Decision-theoretic interval estimation requires the use of loss functions that, typically, take into account the size and the coverage of the sets. We here consider the class of monotone loss functions that, under quite general conditions, guarantee Bayesian optimality of highest posterior probability sets. We focus on three specific families of monotone losses, namely the linear, the exponential and the rational losses whose difference consists in the way the sizes of the sets are penalized. Within the standard yet important set-up of a normal model we propose: 1) an optimality analysis, to compare the solutions yielded by the alternative classes of losses;2) a regret analysis, to evaluate the additional loss of standard non-optimal intervals of fixed credibility. The article uses an application to a clinical trial as an illustrative example.展开更多
易逝品零售商降价销售时,策略型消费者往往会经历高价后悔和缺货后悔,这两种后悔行为均会降低他们的购买效用,从而影响零售商库存决策和利润。因此,本文分别研究了价格外生和内生两种情形下高价后悔和缺货后悔对策略型消费者行为以及零...易逝品零售商降价销售时,策略型消费者往往会经历高价后悔和缺货后悔,这两种后悔行为均会降低他们的购买效用,从而影响零售商库存决策和利润。因此,本文分别研究了价格外生和内生两种情形下高价后悔和缺货后悔对策略型消费者行为以及零售商库存决策和利润的影响。研究表明,对于高利润产品,零售商应实施瞄准短视型消费者(target myopic consumers,TMC)的策略。相反,对于低利润产品,零售商应实施瞄准短视和策略型消费者(target both myopic and strategic consumers,TBC)的策略。此外,随着高价(缺货)后悔水平的增加,策略型消费者原来认为是低(高)利润的产品,现在可能认为是高(低)利润产品,因此零售商最优策略可能会相应地改变。其次,对于低利润产品,当高价(缺货)后悔显著时,后悔行为对零售商产生负(正)影响,且高价后悔和缺货后悔呈现相反的作用;对于高利润产品,后悔行为不对零售商造成影响。再次,对于低利润产品,高价后悔加剧了(缺货后悔缓解了)策略型消费者行为的负影响;对于高利润产品,后悔行为不影响策略型消费者行为的负影响。最后,当零售商拥有全价决策权时,零售商总是能够利用决策全价的优势来消除高价后悔的负影响或发挥缺货后悔的正影响。展开更多
【目的】为缩小单一赋权方法结果差异性,解决评价过程专家规避后悔心理造成评价结果失真的问题,采用博弈论和后悔理论评价城市洪涝灾害韧性。【方法】从城市洪涝灾害韧性属性和韧性维度2个方面构建22个评价指标;运用博弈论集合OWA(Order...【目的】为缩小单一赋权方法结果差异性,解决评价过程专家规避后悔心理造成评价结果失真的问题,采用博弈论和后悔理论评价城市洪涝灾害韧性。【方法】从城市洪涝灾害韧性属性和韧性维度2个方面构建22个评价指标;运用博弈论集合OWA(Ordered Weighted Average operator)算子和改进CRITIC(Criteria Importance Though Intercrieria Correlation)法,充分考虑主客观因素对权重的作用,得到指标综合权重;引入有限理性的后悔理论,通过构建效用值、后悔-欣喜值、感知效用值矩阵评价西安市主城区洪涝灾害韧性等级,并将评价结果与模糊层次分析法、OWA算子和后悔理论法,改进CRITIC和后悔理论法、后悔理论4种方法的结果进行对比,验证所采用方法的可靠性和有效性。【结果】结果表明:西安市主城区洪涝灾害韧性评价值为4.62,韧性等级为Ⅲ级,属于中等韧性。其中灞桥区为Ⅳ级,新城区和未央区为Ⅲ级,碑林区、莲湖区和雁塔区为Ⅱ级,呈现东北区域韧性强于西南区域的特点。【结论】根据博弈论赋权结果可知:透水面积占比、汛期单日最大降雨量、互联网覆盖率、排水管网密度、主城区道路易积水点数量和植被覆盖率6个指标是影响西安市主城区洪涝灾害韧性的主要指标,为城市洪涝灾害韧性管理提供参考。展开更多
文摘Decision-theoretic interval estimation requires the use of loss functions that, typically, take into account the size and the coverage of the sets. We here consider the class of monotone loss functions that, under quite general conditions, guarantee Bayesian optimality of highest posterior probability sets. We focus on three specific families of monotone losses, namely the linear, the exponential and the rational losses whose difference consists in the way the sizes of the sets are penalized. Within the standard yet important set-up of a normal model we propose: 1) an optimality analysis, to compare the solutions yielded by the alternative classes of losses;2) a regret analysis, to evaluate the additional loss of standard non-optimal intervals of fixed credibility. The article uses an application to a clinical trial as an illustrative example.
文摘易逝品零售商降价销售时,策略型消费者往往会经历高价后悔和缺货后悔,这两种后悔行为均会降低他们的购买效用,从而影响零售商库存决策和利润。因此,本文分别研究了价格外生和内生两种情形下高价后悔和缺货后悔对策略型消费者行为以及零售商库存决策和利润的影响。研究表明,对于高利润产品,零售商应实施瞄准短视型消费者(target myopic consumers,TMC)的策略。相反,对于低利润产品,零售商应实施瞄准短视和策略型消费者(target both myopic and strategic consumers,TBC)的策略。此外,随着高价(缺货)后悔水平的增加,策略型消费者原来认为是低(高)利润的产品,现在可能认为是高(低)利润产品,因此零售商最优策略可能会相应地改变。其次,对于低利润产品,当高价(缺货)后悔显著时,后悔行为对零售商产生负(正)影响,且高价后悔和缺货后悔呈现相反的作用;对于高利润产品,后悔行为不对零售商造成影响。再次,对于低利润产品,高价后悔加剧了(缺货后悔缓解了)策略型消费者行为的负影响;对于高利润产品,后悔行为不影响策略型消费者行为的负影响。最后,当零售商拥有全价决策权时,零售商总是能够利用决策全价的优势来消除高价后悔的负影响或发挥缺货后悔的正影响。
文摘【目的】为缩小单一赋权方法结果差异性,解决评价过程专家规避后悔心理造成评价结果失真的问题,采用博弈论和后悔理论评价城市洪涝灾害韧性。【方法】从城市洪涝灾害韧性属性和韧性维度2个方面构建22个评价指标;运用博弈论集合OWA(Ordered Weighted Average operator)算子和改进CRITIC(Criteria Importance Though Intercrieria Correlation)法,充分考虑主客观因素对权重的作用,得到指标综合权重;引入有限理性的后悔理论,通过构建效用值、后悔-欣喜值、感知效用值矩阵评价西安市主城区洪涝灾害韧性等级,并将评价结果与模糊层次分析法、OWA算子和后悔理论法,改进CRITIC和后悔理论法、后悔理论4种方法的结果进行对比,验证所采用方法的可靠性和有效性。【结果】结果表明:西安市主城区洪涝灾害韧性评价值为4.62,韧性等级为Ⅲ级,属于中等韧性。其中灞桥区为Ⅳ级,新城区和未央区为Ⅲ级,碑林区、莲湖区和雁塔区为Ⅱ级,呈现东北区域韧性强于西南区域的特点。【结论】根据博弈论赋权结果可知:透水面积占比、汛期单日最大降雨量、互联网覆盖率、排水管网密度、主城区道路易积水点数量和植被覆盖率6个指标是影响西安市主城区洪涝灾害韧性的主要指标,为城市洪涝灾害韧性管理提供参考。
