A Solution to Under Uncertainty Decision-making

• 作 者: Wu Xiao-gang Du Rong-wei
• 出 处: 浙商研究
• 发表日期: 2012年00期
• 关键词: uncertain criterion processed uncertainty choose thousand Criterion player satis

Abstract:Decision-making under uncertainty is the problem with the least known conditions,and is the problem of which the optimal solution is hard to find.A.Wald and his contemporary V.Nouma associated the decision theory with the game theory in the way of regarding the statistical decision as the two-person zero-sum game processed by the statistician and nature.A.Wald proved that we should choose the so-called max-min strategy in decision making.This paper agrees that the max-min criterion is the relatively scientific solution,and puts forward the general method of solving uncertain decision-making.

Abstract: Decision-making under uncertainty is the problem with the least known conditions, and is the problem of which the optimal solution is hard to find. A.Wald and his contemporary V.Nouma associated the decision theory with the game theory in the way of regarding the statistical decision as the two-person zero-sum game processed by the statistician and nature. A.Wald proved that we should choose the so-called max-min strategy in decision making.This paper agrees that the max-min criterion is the relatively scientific solution, and puts forward the general method of solving uncertainty decision-making.