Decision Making Under Uncertainty

不确定性下的决策

• 批准号: 1000230057-2013
• 负责人: Delage, Erick
• 金额: $ 8.74万
• 依托单位: HEC Montréal
• 依托单位国家: 加拿大
• 项目类别: Canada Research Chairs
• 财政年份: 2018
• 资助国家: 加拿大
• 起止时间: 2018-01-01 至 2019-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=648946
• 关键词: Decision; Making; Under; Uncertainty

Taking adequate managerial decisions in today's highly complex and interconnected world has become increasingly difficult. Considering the recent financial crisis and the still unresolved effects of climate changes, it has become apparent that determinant decisions must now seriously account for imperfect knowledge about our future. This research focuses on the development and dissemination of optimization tools that provide support or act autonomously in context of large scale problems where uncertainty plays a key role. Such tools will efficiently extract from large datasets the information that is most pertinent to identify decisions that optimally compromise between long term risks and returns.

在当今高度复杂和相互关联的世界中，作出适当的管理决定已变得越来越困难。考虑到最近的金融危机和气候变化的影响仍未得到解决，显然，决定性的决定现在必须认真考虑到对我们未来的不完善的认识。本研究的重点是开发和传播的优化工具，提供支持或自主行动的大规模问题的背景下，不确定性起着关键作用。这些工具将有效地从大型数据集中提取最相关的信息，以确定在长期风险和回报之间进行最佳折衷的决策。