| 区间概率信息条件下的决策方法 |
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| 引用本文： | 何大义,周荣喜. 区间概率信息条件下的决策方法[J]. 系统管理学报, 2010, 19(2) |
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| 作者姓名： | 何大义 周荣喜 |
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| 作者单位： | 1. 中国地质大学,人文经济管理学院,北京,100083
2. 北京化工大学,经济管理学院,北京,100029 |
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| 摘 要： | 区间概率为描述不确定性提供了一种新工具,但它不满足概率测度的可加性要求.提出了用Monte Carlo模拟法、非线性方法和线性方法将区间概率转化为满足可加性要求的概率测度--传统概率,使得区间概率信息条件下的不确定性决策问题可以通过现有的决策方法进行方案优选.
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| 关 键 词： | 区间概率 决策 Monte Carlo模拟 最大熵准则 |
Study on Methods of Decision-making under Interval Probability |
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| HE Da-yi,ZHOU Rong-xi. Study on Methods of Decision-making under Interval Probability[J]. Systems Engineering Theory·Methodology·Applications, 2010, 19(2) |
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| Authors: | HE Da-yi ZHOU Rong-xi |
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| Affiliation: | HE Da-yi~1,ZHOU Rong-xi~2(1.School of Humanities & Economic Management,China University of Geo-Sciences,Beijing 100083,China,2.School of Economics , Management,Beijing University of Chemical Technology,Beijing 100029,China) |
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| Abstract: | Interval probability theory(IPT) provides a new tool to study uncertainty,though it can not satisfy with the additive requirement of measurement. This paper presents three methods,Monte Carlo simulation,non-linear transmission and linear transmission to convert the interval probability to classical point probability which can satisfy the additive requirement of measurement.By the methods provided in this paper,the decision-making under interval probability can be solved by the classical theory of maximum ex... |
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| Keywords: | interval probability theory decision making Monte Carlo simulation maximum entropy(principle) |
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