基于不完全信息的商机挖掘的最优停止模型

研究了决策者面对一个重要的商业机会，在掌握不完全信息的情况下，该做出怎样的理性决策才能使企业的期望获利最大或期望损失最小的问题．把商机挖掘看作是一个时间离散、状态连续的马尔柯夫过程，利用信息量与决策不确定性之间的对比关系，建立起动态决策过程的最优停止模型，并给出商机挖掘的最优停止规则．最后给出一个应用案例．

Decision model on optimal stopping of business opportunity digging under imperfect information

This paper studies the problem that when a manager is facing an important business opportunity and has only imperfect information in hand, how to make a reasonable decision to bring the enterprise the maximum prospect gain or the minimum expect loss. The business opportunity digging can be regarded as a discrete_time continuous_state Markov decision process. According to the relationship between knowledge and decision inaccuracy, the optimal stopping model of the dynamic decision process and the rules of the business opportunity digging are established. Finally, an applied example is given.