不确定环境下的两层交互式有限理性决策方法

为解决不确定环境下决策成员具有有限理性行为特征的两层决策问题,基于概率权重具有稳定性和结果价值具有模糊性两项合理假设命题,从平衡上下两层满意度视角提出了用于确定最优结果价值和最优概率权重的两层决策模型及相关定理,同时给出了实现决策方案有限理性全排序的两层交互式决策方法.模拟验证结果表明,该方法不仅在理论上是科学有效的而且在实际应用上是可行的.

Interactive bounded rationally approach to two level decision making under uncertainty

To solve the problem that decision makers have bounded rational characteristics under uncertainty, two reasonable propositions are introduced, i.e., probability weights (PW) are invariable and outcome values (OV) are fuzzy. In terms of these propositions, two level decision making models and related theorems for deriving the optimal OV and PW are presented via balancing both levels' satisfactions, besides two level interactive decision making approach employed to rank decision making alternatives bounded rationally is also proposed. A simulation case shows the proposed approach is scientific, reasonable, and well applicable.