具有对策行为的不完美信息风险决策问题及应用

为解决在管理决策问题中,后行方如何判定先行方选择何种策略进而选择相应对策的问题,提出运用Logistic回归模型从先行方行为的历史信息和本次博弈的相关特征估计其各种策略的概率,然后后行方再依据对先行方所选策略的概率估计的结果进行风险决策.最后结合海关进出口管理的具体要求,将文中所提出的方法应用于海关通关管理中.

Game Based Risk Decision-making under Imperfect Information and Its Application

The relationship of the players in the dynamic games under imperfect information can be analyzed by the game's Bayes equilibrium. In management decision-making, it's a problem to the followers to estimate the leaders' strategies. To deal with this problem, the logistic model is used to evaluate the probability of the leader's strategy according to his historical actions and characters of this action, based on this probability, the follower then make his own decision. As an example the decision of the custo...