效用值为区间数的风险型决策问题分析

从敏感性分析的角度讨论后果效用值用区间数表示的风险型决策问题．基于区间数大小比较的可能度概念，定义了描述行动优劣的行动优性指标，并给出了该指标的若干性质；利用行动优性指标，提出了一种求解效用值用区间数表示的风险型决策问题的方法．针对这个简单直观的决策方法，重点分析了决策评价结果对主观概率变化的敏感性．具体针对当自然状态的主观概率发生变化时，分析了某个行动成为最优行动的可能性，并给出了保证该行动成为最优行动（如果可能的话）的主观概率的变化范围．最后，给出了一个实例进一步阐述了分析结果．

Analysis of decision-making problems under risk with utility values of interval numbers

This paper discussed the problems ot risky cleclslon-making with unnty values of interval mumbers from the perspective of sensitivity analysis. On the basis of the notion of possibility degree for comparison between interval numbers, the priority index to describe the superiority of the actions was defined. Some properties of the new index were presented. By using the priority index, a method for solving problems of risky decision, whose utility values o{ outcomes were evaluated by interval numbers, was proposed. With regard to this simple method, the paper discussed how the subjective probabilities affect the optimal action. When the subjective probabilities of natural state are changed, the possibility that a certain action become the optimal action is analyzed and the range of subjective probabilities that made the action the optimal action, if possible, was presented. The analytical results were illustrated by an example.