Decision Theory and Operations Research
Decision Theory and Operations Research
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决策理论与运筹学
DOI：
10.1287/opre.5.6.765
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发表时间：
1957
影响因子：
2.7
通讯作者：
K. Arrow
中科院分区：
文献类型：
--
作者：
K. Arrow
决策理论是近年来发展起来的，它是对做出最优选择所涉及的问题的形式化。在某种意义上-当然是非常抽象的意义上-它包含了运筹学、理论经济学和广泛的统计学领域。任何领域的决策问题的形式结构都可以分为四个部分：1.目标函数的选择，定义不同结果的相对可取性，2.代理人或决策者可用的政策选择的规范，3.模型的规范，即连接目标函数或进入目标函数的变量的经验关系，具有策略备选方案和可能的其他变量，以及4种计算方法，用于在策略备选方案中选择由目标函数测量的表现最好的策略备选方案。在最后一部分中，目标函数被最大化的模型所施加的约束条件。正是由于这个原因，决策理论在数学上在很大程度上是约束最大值理论的一个分支。
Decision theory, as it has grown up in recent years, is a formalization of the problems involved in making optimal choices. In a certain sense---a very abstract sense, to be sure---it incorporates operations research, theoretical economics, and wide areas of statistics, among others. The formal structure of a decision problem in any area can be put into four parts: 1 the choice of an objective function defining the relative desirability of different outcomes, 2 specification of the policy alternatives which are available to the agent, or decisionmaker, 3 specification of the model, that is, empirical relations that link the objective function, or the variables that enter into it, with the policy alternatives and possibly other variables, and 4 computational methods for choosing among the policy alternatives that one which performs best as measured by the objective function. In the last part, the objective function is maximized subject to the constraints imposed by the model. It is for this reason that decision theory is mathematically, to a great extent, a branch of the theory of constrained maxima.