Multistage Decision Making Based on One-Shot Decision Theory

被引：0

作者：

Guo, Peijun ^{[1
]}

Li, Yonggang ^{[1
]}

机构：

[1] Yokohama Natl Univ, Fac Business Adm, Yokohama, Kanagawa 2408501, Japan

来源：

KNOWLEDGE ENGINEERING AND MANAGEMENT | 2011年 / 123卷

关键词：

One-shot decision theory; focus point; multistage decision problem; dynamic programming problem; DYNAMIC-PROGRAMMING PROBLEMS; MANAGEMENT; WATER; RISK;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

In this paper, a multistage decision problem for minimizing the total cost with partially known information is considered. In each stage, a decision maker has one and only one chance to make a decision. The optimal decision in each stage is obtained based on the one-shot decision theory. That is, the decision maker chooses one of states of nature (scenario) of each alternative in every stage with considering the satisfaction of the outcome and its possibility. The selected state of nature is called the focus point. Based on the focus points, the decision maker determines the optimal alternative in each stage by dynamic programming problems.

引用

页码：159 / 164

页数：6

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