文档介绍:1 决策建模与严格不确定决策
问题
学习目标:
(1)掌握两种常用的决策建模方法:
决策表
决策树
(2)掌握五种严格不确定决策问题的决策准则:
1 .乐观准则
2. 悲观准则
3. Hurwitz准则
4. 等概率准则(Laplace)
5. 后悔值极小化极大(Savage)
华中科技大学管理学院
1 决策建模与严格不确定决策
问题
决策建模方法
严格不确定决策问题
华中科技大学管理学院
决策建模方法
Example: a decision problem
Modeling the decision with decision
tree
Modeling the decision with pay-off
table (or decision matrix)
Decision making under uncertainty
Decision making using probability
information
华中科技大学管理学院
Example: a decision
problem
The Hewlett-Packard (HP) company specializes in
assembling and selling PC systems for use by family
doctor practices throughout the . pany is
developing a new PC-based system. At present the
company is trying to decide on the manufacturing and
assembly process to be used. One aspect of this relates
to the keyboard that will be used in the system, which
will have specially labeled function keys.
pany has decided that it faces three alternatives:
It can manufacture/assemble the keyboard itself.
It can buy the keyboards from a domestic manufacturer.
It can buy the keyboards from a manufacturer in the Far East.
华中科技大学管理学院
Example: a decision
problem (continued)
The problem is that each of these options has
different costs and benefits associated with it.
To manufacture/assemble the keyboard itself, pany
would require major investment in new production
equipment as well as extensive training of the work force. It
is felt that such an investment is only likely to be cost-
effective if sales of the new product are particularly good.
Buying the keyboard from a domestic supplier will involve
pany in less up-front expense and will be safer if
large sales do not materialize in the future.
Buying from an overseas supplier offers better quality but
with the risk of disruptions in supply if there are problems in
the d