One-shot decision theory and its applications to business problems

一次决策理论最初是为了处理一次决策问题而提出的，这种问题在决策者只有一次且只有一次机会在部分已知信息下做出决策的情况下是典型的。一次决策理论是不确定情况下决策的基本选择，因为它是基于情景而不是像其他现有方法那样基于彩票。作为应用，分析了短生命周期新产品的双寡头市场、私人房地产投资问题和单周期库存问题。利用一次决策理论，提出了一种多阶段一次决策的一般方法。给出了多阶段一次决策问题的最优性方程。我们研究了可能性时不变系统中的最优停止问题和一个个体多周期消费-投资问题。

The one-shot decision theory is initially proposed for dealing with one-shot decision problems which are typical for situations where a decision maker has one and only one chance to make a decision with partially known information. The one-shot decision theory is a fundamental alternative for decision making under uncertainty because it is scenario-based instead of lottery-based as in the other existing methods. As an application, a duopoly market of a new product with a short life cycle, a private real estate investment problem and a single-period inventory problem are analyzed. A general approach to multistage one-shot decision making is proposed with the one-shot decision theory. The optimality equation in multistage one-shot decision problems is given. We examine the optimal stopping problem in the possibilistic time-invariant system and an individual multi-period consumption-investment problem.