一类序贯决策方法的提出:透镜与直觉模糊信息的视角

doi:10.16381/j.cnki.issn1003-207x.2021.01.003

摘要/Abstract

摘要： 与大多数关注经典秘书问题的序贯决策研究不同，本文针对决策对象不变而其状态更新的一类序贯决策问题，提供决策方法。相较已有研究而言，本文从透镜与直觉模糊信息的视角提出这类序贯决策的一般方法，更加具有普适性，可应用于应急管理、风险投资等多个方向。该决策方法具有如下特点：1）借鉴透镜模型，通过当期可观测的线索，预测这类序贯决策问题的下一期状态；2）考虑到决策环境具有不确定性，采用直觉模糊数对决策者获取的信息线索进行刻画；3）为最大化模拟现实决策者，在前景理论框架下提出状态更新的序贯决策方法。本文提出的决策方法依据在于决策者对决策对象的预测"前景"值和预测绩效，基于此提出了具体的决策步骤，并辅以案例进行分析。通过对不同决策情形下决策结果的比较分析和对案例的稳健性检验，验证了该决策方法的适用性和有效性。

关键词: 状态更新序贯, 决策透镜模型, 直觉模糊, 前景理论

Abstract: Different from most sequential decisionmaking studies that focus on classical secretary problems, a decisionmaking method is constructed in this paper for a class of sequential decisionmaking problems, in which the object is unchanged but its state keeps updating in every stage. The method we propose is based on lens model and intuitionistic fuzzy set theory, which in details are: 1) using lens model for reference, the state in the next stage is predicted through the proximal information in current stage; 2) considering the uncertainty of the decisionmaking environment, intuitionistic fuzzy numbers are used to describe the information cues obtained by the decision-maker; 3) to better simulate the real decision-maker, the method is proposed in the framework of prospect theory. Based on above idea, two key parameters are invented for the method, named predicted "prospect" value and prediction performance, and specific decisionmaking steps are proposed. At last, a case in venture capital field is applied to illustrate the performance of the proposed method, where the data comes from analog simulation. Furthermore, comparative analysis of different occasion decision results and the robustness test are taken to verify the applicability and effectiveness of our method. Compared with the existing studies, the method we propose is more universal and can be applied to many scenes such as venture capital decisionmaking, emergency management and so on. Also, more research attention may be gathered in this field due to our study.

Key words: state update, sequential decision, lens model, intuitionistic fuzzy, prospect theory

中图分类号:

C934

顾婧, 曾璐璇, 李雯欣, 徐泽水. 一类序贯决策方法的提出:透镜与直觉模糊信息的视角[J]. 中国管理科学, 2021, 29(1): 24-35.

GU Jing, ZENG Lu-xuan, LI Wen-xin, XU Ze-shui. A Class of Sequential Decision Making Methods: Lens and Intuitionistic Fuzzy Information Perspective[J]. Chinese Journal of Management Science, 2021, 29(1): 24-35.

参考文献

[1] [1]Ohmori A, Ikeshoji H, Furukawa O. A study on sequential decision process[J]. International Journal of General Systems, 1985,10(2-3):197-213.
[2] Chen Zhiqi, John R S. Foresight, risk attitude, and utility maximization in naturalistic sequential high-stakes decision making[J]. Journal of Mathematical Psychology, 2018,86:41-50.
[3] Bearden J N, Rapoport A, Murphy R O. Sequential observation and selection with rank-dependent payoffs:An experimental study[J]. Management Science, 2006,52(9):1437-1449.
[4] Ferguson T S. Who solved the secretary problem?[J]. Statistical Science, 1989,4(3):282-296.
[5] Lim C, Bearden J N, Smith J C. Sequential search with multi-attribute options[J]. Decision Analysis, 2006,3(1):3-15.
[6] Lukas E, Mölls S, Welling A. Venture capital, staged financing and optimal funding policies under uncertainty[J]. European Journal of Operational Research, 2016,250(1):305-313.
[7] Yang Jijun, Xu Chenhua. Emergency decision engineering model based on sequential games[J]. Systems Engineering Procedia, 2012,5:276-282.
[8] 叶永, 刘南, 詹沙磊. 基于信息更新的应急资源配置序贯决策方法[J]. 浙江大学学报(工学版), 2013,47(12):2212-2220.
[9] 胡祥培, 于楠, 丁秋雷. 物流配送车辆的干扰管理序贯决策方法研究[J]. 管理工程学报, 2011,25(2):186-190.
[10] 杨继君, 吴启迪, 程艳, 等. 面向非常规突发事件的应对方案序贯决策[J]. 同济大学学报(自然科学版), 2010,38(4):619-624.
[11] Zuluaga S, Sánchez-Silva M. The value of flexibility and sequential decision-making in maintenance strategies of infrastructure systems[J]. Structural Safety, 2020,84:101916.
[12] Alagoz O, Hsu H, Schaefer A J, et al. Markov decision processes:A tool for sequential decision making under uncertainty[J]. Medical Decision Making, 2010,30(4):474-483.
[13] 徐海军, 田晓丽, 徐泽水. 基于犹豫模糊语言信息的前景决策方法[J]. 中国管理科学, 2018,26(8):179-185.
[14] Cooksey R W. Judgment analysis:Theory, methods, and applications[M]. New York:Academic Press, 1996.
[15] Molinaro K A, Bolton M L. Evaluating the applicability of the double system lens model to the analysis of phishing email judgments[J]. Computers & Security, 2018,77:128-137.
[16] Zhao Feng, Fan Jiulun, Liu Hanqiang, et al. Noise robust multiobjective evolutionary clustering image segmentation motivated by the intuitionistic fuzzy information[J]. IEEE Transactions on Fuzzy Systems, 2019,27(2):387-401.
[17] Tversky A, Kahneman D. Advances in prospect theory:Cumulative representation of uncertainty[J]. Journal of Risk and Uncertainty, 1992,5(4):297-323.
[18] Kahneman D, Tversky A. Prospect theory:An analysis of decision under risk[J]. Econometrica, 1979,47(2):263-291.
[19] Brunswik E. Perception and the representative design of psychological experiments[M]. Berkeley, CA:University of California Press, 1956.
[20] Seong Y, Nam C S. Capturing judgment policy on customers' creditworthiness:A lens model and SDT approach[J]. International Journal of Industrial Ergonomics, 2008,38(7-8):593-600.
[21] Zacharakis A L, Meyer G D. A lack of insight:Do venture capitalists really understand their own decision process[J]. Journal of Business Venturing, 1998,13(1):57-76.
[22] Kaufmann E, Reips U, Wittmann W W. A critical meta-analysis of lens model studies in human judgment and decision-making[J]. PLoS ONE, 2013,8(12):e83528.
[23] Kim C N, McLeod R. Expert, linear models, and nonlinear models of expert decision making in bankruptcy prediction:A lens model analysis[J]. Journal of Management Information Systems, 1999,16(1):189-206.
[24] Atanassov K. Intuitionistic fuzzy sets[J]. Fuzzy Sets and Systems, 1986,20(1):87-96.
[25] 乐琦. 直觉模糊环境下考虑匹配意愿的双边匹配决策[J]. 中国管理科学, 2017,25(6):161-168.
[26] 李鹏, 朱建军, 刘思峰. 基于案例推理的直觉模糊决策方法[J]. 中国管理科学, 2015,23(7):113-118.
[27] 徐泽水. 直觉模糊信息集成理论及应用[M]. 北京:科学出版社, 2008.
[28] 李鹏, 吴君民, 朱建军. 基于新直觉模糊距离的随机决策方法[J]. 系统工程理论与实践, 2014,34(6):1517-1524.
[29] Thao N X, Ali M, Smarandache F. An intuitionistic fuzzy clustering algorithm based on a new correlation coefficient with application in medical diagnosis[J]. Journal of Intelligent & Fuzzy Systems, 2019,36(1):189-198.
[30] Cheng Xiang, Gu Jing, Xu Zeshui. Venture capital group decision-making with interaction under probabilistic linguistic environment[J]. Knowledge-Based Systems, 2018,140:82-91.
[31] Zacharakis A, Shepherd D A. A non-additive decision-aid for venture capitalists' investment decisions[J]. European Journal of Operational Research, 2005,162(3):673-689.
[32] Campos-Vazquez R M, Cuilty E. The role of emotions on risk aversion:A prospect theory experiment[J]. Journal of Behavioral and Experimental Economics, 2014,50:1-9.
[33] Roijers D M, Vamplew P, Whiteson S, et al. A survey of multi-objective sequential decision-making[J]. Journal of Artificial Intelligence Research, 2013,48:67-113.
[34] Zhang Dandan, Gu Ruolei. Behavioral preference in sequential decision-making and its association with anxiety[J]. Human Brain Mapping, 2018,39(6):2482-2499.