共查询到20条相似文献,搜索用时 15 毫秒
1.
本文运用公平理论模式分析了决策者在决策指标变化时的心理反应状况对变权公式中参数α取值的影响,并给出了两者之间的量化关系式。 相似文献
2.
We generalize the economic decision problem considered by Blackwell (1953) in which a decision-maker chooses an action after observing a signal correlated to the state of nature. Unlike Blackwell's case where the feasible set is fixed, in our framework the feasible set of actions depends on the signal and the information system. We argue that such a framework has more significance to economic models. As was demonstrated by Hirshleifer (1971) in such cases, contrary to Blackwell's well-known result, more information may be disadvantageous. We derive conditions for this general model which guarantee that more information is beneficial. 相似文献
3.
AndrÁ Simonovits 《Economic Systems Research》1999,11(3):321-330
In this paper, we consider a decentralized discrete-time control model with expectations. There are as many decision-makers as scalar state (and control) variables, and each decision-maker forms an expectation on the impact that affects him/her. Using rational and naive expectations, we describe the stability conditions of the alternative expectations. Our results generalized earlier ones by Metzler and Lovell, from an inventory control model to an abstract model, and solve the problem of the generation of a feasible normal path presented by Kornai and Martos. 相似文献
4.
物流采购管理部门经常进行供应商选择与采购量分配方面的工作。如果有一种工具能够帮助管理人员利用先前的采购经验对当前的采购行为做出决策,这将是非常有益的。文章在模糊的决策环境下,针对战术采购决策建立了一个基于案例推理方法和多目标数学规划的供应商选择与采购量分配集成模型,并给出相应的应用案例。 相似文献
5.
Global competition, rapid changes in technology, and market fragmentation have resulted in shorter product life cycles. In order to remain viable, it is increasingly important for firms to introduce new products frequently. Product design is a complex process that involves coordination of activities among several functional disciplines within the company as well as the customers and the suppliers. Traditionally, the information flow among the various product development stages has been sequential. However, there is increasing evidence to suggest that an integrated approach that considers several stages simultaneously may be superior.This paper provides a decision support tool for implementing such an integrated approach. On the basis of given customer preferences, the paper presents a model for determining the number of new products to be introduced, the exact specifications of these products, and the production processes for efficiently delivering these specifications. These decisions are made in an integrated manner by simultaneously considering the interaction among the various choice variables. A decomposition-based solution procedure is developed that iterates between the product design and process selection decisions while maintaining an effective link between them.In addition to understanding the economic value of adopting the integrated approach to product design, the paper discusses how the proposed model can be used effectively to perform sensitivity analysis with respect to some of the important decision variables. 相似文献
6.
本文考虑建筑物从设计、生产、建造、使用、维修直到最终破坏整个寿命周期循环的费用变化过程,建立了一个基于可靠性的预制混凝土构件/结构的最小寿命周期费用优化设计决策模型。 相似文献
7.
This paper formulates a model of utility for a continuous time framework that captures the decision-maker’s concern with ambiguity about both the drift and volatility of the driving process. At a technical level, the analysis requires a significant departure from existing continuous time modeling because it cannot be done within a probability space framework. This is because ambiguity about volatility leads invariably to a set of nonequivalent priors, that is, to priors that disagree about which scenarios are possible. 相似文献
8.
《International Journal of Forecasting》2022,38(3):1116-1128
To categorize credit applications into defaulters or non-defaulters, most credit evaluation models have employed binary classification methods based on default probabilities. However, while some loan applications can be directly accepted or rejected, there are others on which immediate accurate credit status decisions cannot be made using existing information. To resolve these issues, this study developed an optimized sequential three-way decision model. First, an information gain objective function was built for the three-way decision, after which a genetic algorithm (GA) was applied to determine the optimal decision thresholds. Then, appropriate accept or reject decisions for some applicants were made using basic credit information, with the remaining applicants, whose credit status was difficult to determine, being divided into a boundary region (BND). Supplementary information was then added to reevaluate the credit applicants in the BND, and a sequential optimization process was employed to ensure more accurate predictions. Therefore, the model’s predictive abilities were improved and the information acquisition costs controlled. The empirical results demonstrated that the proposed model was able to outperform other benchmarking credit models based on performance indicators. 相似文献
9.
《International Journal of Forecasting》1988,4(1):15-32
Traditionally, the link between forecasting and decision making rests on the assumption of a known distribution for the future values of predicted variables. In practice, however, forecasts tend to offer little more than Linear Partial Information (LPI), typically of the form, ‘State 1 is more likely to prevail than state 2, and state 2 more likely to prevail than state 3, among five possible states’. This paper shows how such fuzzy LPI statements can be exploited in decision making. For an illustration, LPI analysis is used for determining (ex post) the optimal economic policy to be followed by the Carter Administration with a view to ensuring reelection in 1980. An optimal adaption of that policy occasioned by the fallible 1980 forecasts made by the Council of Economic Advisors is also derived. 相似文献
10.
《Journal of econometrics》2005,124(2):205-225
This paper establishes the necessary and sufficient condition for nominal-to-real data transformations routinely used in empirical work to reduce the order of integration of an I(2) vector process while retaining the cointegrating relations among the variables. The condition potentially fails in a direction which is often dealt with by assumption in applied work. In this case, the transformed process satisfies a well-specified vector equilibrium model, yet I(1) inference and interpretation based on the real transformed system are invalidated. An easy-to-implement sequential test of the transformation based on I(1) cointegration methods demonstrates good size and power properties. An empirical example illustrates the need to test the nominal-to-real transformation. 相似文献
11.
The management of large continuous process chemical plants oftentimes must make operating decisions within a rapidly changing economic environment. This paper describes a decision making aid in the form of a production planning model which is immediately responsive to such changes. The model provides cost minimization solutions to “what if” questions of management through the use of linear programming. Implementation upon an interactive computer system provides a user oriented model. A specific type of chemical plant operation involving 13 decision variables illustrates the approach. Five example real-world situations demonstrate the approach's capability. 相似文献
12.
As a result of novel data collection technologies, it is now common to encounter data in which the number of explanatory variables collected is large, while the number of variables that actually contribute to the model remains small. Thus, a method that can identify those variables with impact on the model without inferring other noneffective ones will make analysis much more efficient. Many methods are proposed to resolve the model selection problems under such circumstances, however, it is still unknown how large a sample size is sufficient to identify those “effective” variables. In this paper, we apply sequential sampling method so that the effective variables can be identified efficiently, and the sampling is stopped as soon as the “effective” variables are identified and their corresponding regression coefficients are estimated with satisfactory accuracy, which is new to sequential estimation. Both fixed and adaptive designs are considered. The asymptotic properties of estimates of the number of effective variables and their coefficients are established, and the proposed sequential estimation procedure is shown to be asymptotically optimal. Simulation studies are conducted to illustrate the performance of the proposed estimation method, and a diabetes data set is used as an example. 相似文献
13.
D. Andrew Austin 《Journal of urban economics》1999,45(3):931
This paper investigates economic and political factors in suburban annexation decision in large U.S. cities. This paper employs a median-voter model, which suggests a natural latent-variable estimation strategy. Bivariate logit and normal procedures incorporating information about state laws governing annexation are run on census tract level data. Estimated parameters are used to evaluate the effects of economic and political variables. Results show cities' desire to expropriate suburban tax base did not motivate annexation, although cities were sensitive to other economic factors. The desire to offset political and racial effects of urban migration had a consistent and positive effect on annexation. 相似文献
14.
将信息不对称情况下企业赊欠账款的决策过程视为一个时间离散但状态连续的随机决策过程,在对企业获得的预期收益以及市场消失的概率进行充分考虑的基础上,提出了对企业赊账收益的估计、预测以及决策的最优停止模型,给出了决策规则,最后通过实例验证了模型的有效性。 相似文献
15.
Abstract I n this paper two applications of decision trees are described. These relate to the electronics and chemical industries and are concerned with the evaluation of applied research projects aimed at new products. It is demonstrated that decision tree diagramming is a demanding yet flexible technique which allows the representation of sequential decisions and subjectively based data in a readily understood form. 相似文献
16.
在有关政治关联的学术研究中,政治关联往往被描述为理性的、序贯决策的形成过程,实际上,企业政治关联是有限理性的,受到广泛的道德约束和激励。道德标准的建构在对企业理性选择施加限制的同时,还影响了政治关联的功能实现,然而这一点在企业政治关联的研究中常常被忽略。在道德经济学、经济伦理学和进化经济学理论思想的基础上构建了政治关联的综合分析框架,深入分析经济理性与商业道德在企业政治关联中的作用机理,并从最大化社会福利和企业生存机会的角度为企业实施政治关联提供次优的指导。 相似文献
17.
This paper is the sequel to Wijngaard and Stidham (1986). The topic is a countable state average reward semi-Markov decision process with a transition mechanism that is skip-free to the right. The applications are controlled GI /M/1 queues. Skip-free to the right means that state n cannot be reached from the states i (< n ) without reaching first state n −1. In such decision processes the reversed optimality equation can be used to estimate the optimal average reward by bi-section. Wijngaard and Stidham (1986) show that it is possible to use upper and lower bounds on the value function for this bi-section. This paper considers queueing problems where this bi-section can not be used in a standard way. Instead of an upper bound on the value function is is possible now to use the character of the optimal strategy. 相似文献
18.
Ansgar Steland 《Metrika》2004,60(3):229-249
Motivated in part by applications in model selection in statistical genetics and sequential monitoring of financial data, we study an empirical process framework for a class of stopping rules which rely on kernel-weighted averages of past data. We are interested in the asymptotic distribution for time series data and an analysis of the joint influence of the smoothing policy and the alternative defining the deviation from the null model (in-control state). We employ a certain type of local alternative which provides meaningful insights. Our results hold true for short memory processes which satisfy a weak mixing condition. By relying on an empirical process framework we obtain both asymptotic laws for the classical fixed sample design and the sequential monitoring design. As a by-product we establish the asymptotic distribution of the Nadaraya-Watson kernel smoother when the regressors do not get dense as the sample size increases.Acknowledgements The author is grateful to two anonymous referees for their constructive comments, which improved the paper. One referee draws my attention to Lifshits paper. The financial support of the Collaborative Research Centre Reduction of Complexity in Multivariate Data Structures (SFB 475) of the German Research Foundation (DFG) is greatly acknowledged. 相似文献
19.
The new venture decision is a crucial stage in the process of creating a new business and is influenced by a series of social,
demographic, cultural and economic factors, amongst others. These factors have been the subject of several studies, though
there is still no widely accepted agreement on exactly how they affect the decision to create a new enterprise. This study
will provide evidence on which variables affect the new venture decision, as well as the extent of their influence based on
the analysis of a sample of 7524 cases, using information obtained via the Global Entrepreneurship Monitor 2001 Project. At
the same time, we provide evidence to show that there are differences in the way these variables affect new ventures born
out of need or out of opportunity. 相似文献