2014年7月
Approaches to multistage one-shot decision making
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
- ,
- 巻
- 236
- 号
- 2
- 開始ページ
- 612
- 終了ページ
- 623
- 記述言語
- 英語
- 掲載種別
- 研究論文(学術雑誌)
- DOI
- 10.1016/j.ejor.2013.12.038
- 出版者・発行元
- ELSEVIER SCIENCE BV
In this research, multistage one-shot decision making under uncertainty is studied. In such a decision problem, a decision maker has one and only one chance to make a decision at each stage with possibilistic information. Based on the one-shot decision theory, approaches to multistage one-shot decision making are proposed. In the proposed approach, a decision maker chooses one state amongst all the states according to his/her attitude about satisfaction and possibility at each stage. The payoff at each stage is associated with the focus points at the succeeding stages. Based on the selected states (focus points), the sequence of optimal decisions is determined by dynamic programming. The proposed method is a fundamental alternative for multistage decision making under uncertainty because it is scenario-based instead of lottery-based as in the other existing methods. The one-shot optimal stopping problem is analyzed where a decision maker has only one chance to determine stopping or continuing at each stage. The theoretical results have been obtained. (c) 2013 Elsevier B.V. All rights reserved.
- リンク情報
- ID情報
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- DOI : 10.1016/j.ejor.2013.12.038
- ISSN : 0377-2217
- eISSN : 1872-6860
- Web of Science ID : WOS:000334143100021