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事态体比较与分形
引用本文:田大钢,费奇.事态体比较与分形[J].系统工程学报,1997,12(4):21-29.
作者姓名:田大钢  费奇
作者单位:华中理工大学系统工程研究所
基金项目:高等学校博士学科点专项科研基金
摘    要:详细分析了决策者在风险情况下的决策行为,给出了事态体与确定型事件等价的数学定义.由此获得了计算事态体等价确定值与计算自仿射集的维数之间的关系及简单计算公式,解释了Alais悖论.

关 键 词:事态体,等价确定值,分维

PROSPECT COMPARISON AND FRACTALS
Tian Dagang,Fei Qi.PROSPECT COMPARISON AND FRACTALS[J].Journal of Systems Engineering,1997,12(4):21-29.
Authors:Tian Dagang  Fei Qi
Abstract:This paper gives a detailed analysis to decision makers's behavior of decision under risk.The mathematical definition of a prospect equationg a definite affair is set up.The formula of getting the certainty equivalent of prospect and the relation between the calculation of certainty equivalent of a prospect and the calculation of the dimension of fractals of a self affine set is established.The formula can describe decision makers's attitude towards risk well and so the Allais paradox is explained and solved.
Keywords:prospect  certainty equivalent  dimension of fractals  
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