基于不完全信息的商机挖掘的最优停止模型  

Decision model on optimal stopping of business opportunity digging under imperfect information

作　　者：吴国华[1] 潘德惠[1] 

机构地区：[1]东北大学工商管理学院,辽宁沈阳110004

出　　处：《系统工程学报》2005年第1期104-108,共5页Journal of Systems Engineering

基　　金：国家自然科学基金资助项目(50174021).

摘　　要：研究了决策者面对一个重要的商业机会,在掌握不完全信息的情况下,该做出怎样的理性决策才能使企业的期望获利最大或期望损失最小的问题.把商机挖掘看作是一个时间离散、状态连续的马尔柯夫过程,利用信息量与决策不确定性之间的对比关系,建立起动态决策过程的最优停止模型,并给出商机挖掘的最优停止规则.最后给出一个应用案例.This paper studies the problem that when a manager is facing an important business opportunity and has only imperfect information in hand, how to make a reasonable decision to bring the enterprise the maximum prospect gain or the minimum expect loss. The business opportunity digging can be regarded as a discrete_time continuous_state Markov decision process. According to the relationship between knowledge and decision inaccuracy, the optimal stopping model of the dynamic decision process and the rules of the business opportunity digging are established. Finally, an applied example is given.

关 键 词：最优停止 商机挖掘 决策方法 期望收益 机会损失 

分 类 号：R713.5[医药卫生—妇产科学]