One-shot decision theory and its applications to business problems

一次性决策理论及其在业务问题中的应用

• 批准号: 22510144
• 负责人: GUO PEIJUN
• 金额: $ 2.66万
• 依托单位: Yokohama National University
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Scientific Research (C)
• 财政年份: 2010
• 资助国家: 日本
• 起止时间: 2010-04-01 至 2014-03-31
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-22510144/
• 关键词: ワン・ショット意思決定理論; フォーカス・ポイント; 多段階ワン・ショット意思理論; 新聞売り子問題; 最適停止問題; 多段階投資・消費問題; 多段階ワン・ショット意思決定; 多段階消費と投資問題; イノベイティブ製品; 返品制; 区間回帰分析; 外れ値; multistage decision; focus point; dynamic programming; Newsvendor Problem; one-shot decision theory; 可能性度合い /

The one-shot decision theory is initially proposed for dealing with one-shot decision problems which are typical for situations where a decision maker has one and only one chance to make a decision with partially known information. The one-shot decision theory is a fundamental alternative for decision making under uncertainty because it is scenario-based instead of lottery-based as in the other existing methods. As an application, a duopoly market of a new product with a short life cycle, a private real estate investment problem and a single-period inventory problem are analyzed. A general approach to multistage one-shot decision making is proposed with the one-shot decision theory. The optimality equation in multistage one-shot decision problems is given. We examine the optimal stopping problem in the possibilistic time-invariant system and an individual multi-period consumption-investment problem.

一次性决策理论最初是为了处理一次性决策问题而提出的，这种问题通常适用于决策者只有一次机会利用部分已知信息做出决策的情况。一次性决策理论是不确定性下决策的一种基本替代方案，因为它是基于场景的，而不是像其他现有方法那样基于彩票。作为应用，分析了短生命周期新产品的双头垄断市场、私人房地产投资问题和单期库存问题。利用一次性决策理论提出了一种多阶段一次性决策的通用方法。给出了多阶段一次性决策问题的最优性方程。我们研究了可能时不变系统中的最优停止问题和个体多周期消费投资问题。

项目成果

Duopoly Market Analysis within One-Shot Decision Framework with Asymmetric Possibilistic Information

• DOI: 10.1080/18756891.2010.9727741
• 发表时间: 2010-12
• 期刊: Int. J. Comput. Intell. Syst.
• 作者: P. Guo;Ruiliang Yan;John Wang

Rough set feature extraction by remarkable degrees with real world decision-making problems

• DOI: 10.1007/s00500-009-0494-1
• 发表时间: 2010-10
• 期刊: Soft Computing
• 影响因子: 4.1
• 作者: P. Guo

Possibilistic Decision-making Models for Portfolio Selection Problems, "Handbook on Decision Making", Intelligent Systems Reference Library Vol. 33

投资组合选择问题的可能性决策模型，“决策手册”，智能系统参考图书馆卷。

• 发表时间: 2012
• 作者: P. Guo;(Jie Lu;Lakhmi Jain and Guangquan Zhang (Eds.))
• 通讯作者: Lakhmi Jain and Guangquan Zhang (Eds.))

Possibilistic Programming Decision Problems with Prior Goal

具有先验目标的可能性规划决策问题

• 发表时间: 2010
• 期刊: International Journal of Innovative Computing, Information and Control
• 作者: 齋藤高人;宮崎浩一;山本隆広;P. Guo
• 通讯作者: P. Guo

On interval probabilities, in the book series"Advances in Intelligent and Soft Computing"Vol.68

关于区间概率，见系列丛书《智能与软计算的进展》Vol.68

• 发表时间: 2010
• 作者: P. Guo and H. Tanaka;(V.-N. Huynh;Y. Nakamori;J. Lawry and M. Inuiguchi (Eds.))
• 通讯作者: J. Lawry and M. Inuiguchi (Eds.))