随机决策树  

Stochastic Decision Trees

作　　者：杨宁[1] 赵联文[1] 郭耀煌[2] 

机构地区：[1]西南交通大学应用数学系,四川成都610031 [2]西南交通大学经济管理学院,四川成都610031

出　　处：《西南交通大学学报》2000年第2期212-215,共4页Journal of Southwest Jiaotong University

摘　　要：讨论风险决策问题中决策方案的效用值与状态逗留时间之间的关系问题。引进了随机决策树的概念 ,利用半Markov过程的结构表示随机决策树。并进一步讨论了随机树的效用设定 ,给出了计算随机树效用值的递推公式。The relationship between the utility value of a decision project and the time spend in a particular state is discussed in this paper. The concept of stochastic decision trees is introduced, and using semi Markov process theory, the representation of stochastic decision trees is given. Furthermore, the determination of the utility values of stochastic trees is discussed, and the successive formula for calculating the utility values of stochastic trees is presented.

关 键 词：随机过程 决策树 风险决策 经济管理 

分 类 号：F224.3[经济管理—国民经济]