Approaches to multistage one-shot decision making
Approaches to multistage one-shot decision making
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DOI：
10.1016/j.ejor.2013.12.038
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发表时间：
2014-07
期刊：
影响因子：
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通讯作者：
P. Guo;Yonggang Li
中科院分区：
文献类型：
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作者：
P. Guo;Yonggang Li
本文研究了不确定条件下的多阶段单次决策问题。在这种决策问题中，决策者在每个阶段有且只有一次机会在可能性信息下做出决策。基于单次决策理论，提出了多阶段单次决策的方法。在本文提出的方法中，决策者根据自己对每个阶段的满意度和可能性的态度，从所有状态中选择一种状态。每个阶段的收益都与后续阶段的焦点相关联。基于所选择的状态（焦点），通过动态规划确定最优决策序列。该方法是一种基于场景的多阶段决策方法，而不是现有的基于彩票的多阶段决策方法。分析了决策者在每个阶段只有一次机会决定停车或继续停车的单次最优停车问题。得到了理论结果。
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.