| 基于多先验期望效用模型的新的决策准则 |
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| 引用本文： | 王莉,任磊.基于多先验期望效用模型的新的决策准则[J].陕西理工学院学报(自然科学版),2005,21(4):75-77. |
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| 作者姓名： | 王莉 任磊 |
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| 作者单位： | 西南交通大学,应用数学系,四川,成都,610031 |
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| 摘 要： | 决策时设定单个先验概率分布往往不能很好反映状态的不确定性,从而不利于获得最优决策。依据Castagnoli提出的多先验期望效用模型,并将其思想应用于决策分析,结合贝叶斯分析方法,建立了基于多先验期望效用模型的新的决策准则,如悲观准则、折衷准则等。
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| 关 键 词： | 多先验期望效用 不确定性厌恶 决策分析 贝叶斯分析 决策准则 |
| 文章编号： | 1673-2944(2005)04-0075-03 |
| 收稿时间： | 2005-09-03 |
| 修稿时间： | 2005年9月3日 |
New decision criteria based on the multi-prior expected utility model |
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| WANG Li,REN Lei.New decision criteria based on the multi-prior expected utility model[J].Journal of Shananxi University of Technology:Natural Science Edition,2005,21(4):75-77. |
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| Authors: | WANG Li REN Lei |
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| Institution: | Department of Mathematics, Southwest Jiaotong University, Chengdu 610031, China |
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| Abstract: | Because unique prior is hard to show the uncertainty of the states of the world completely,It is not good for getting an optimal decision.This paper introduces E.Castagnoli,F.Maccheroni and M.Marinacci's Multi-prior Expected Utility Model,then applies it to the analysis of decision making.By using a method of Bayesian Analysis,we construct new decision criteria,such as minimax loss criterion and hurwitz criterion. |
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| Keywords: | multi-prior expected utility uncertainty aversion analysis of decision making bayesian analysis decision criteria |
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