效用三支决策模型

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Title:

Utility-based three-way decisions model

作者:

张楠¹, 姜丽丽¹, 岳晓冬², 周杰³

1. 烟台大学 计算机与控制工程学院, 山东 烟台 264005;
2. 上海大学 计算机工程与科学学院, 上海 200444;
3. 中联重科股份有限公司 麓谷工业园研发中心, 湖南 长沙 410205

Author(s):

ZHANG Nan¹, JIANG Lili¹, YUE Xiaodong², ZHOU Jie³

1. School of Computer and Control Engineering, Yantai University, Yantai 264005, China;
2. School of Computer Engineering and Science, Shanghai University, Shanghai 200444, China;
3. Research and Development Center of Lugu Industrial Park, Zoomlion Heavy Industry Science & Technology Development Co., Ltd., Changsha 410205, China

关键词:

效用理论; 三支决策; 粗糙集; 人工智能; 风险决策

Keywords:

utility theory; three-way decisions; rough sets; artificial intelligence; risk decisions

分类号:

TP181

DOI:

10.11992/tis.201606010

摘要:

风险型决策通常受主观和客观两方面因素影响，决策过程中不仅需要遵从客观存在的风险信息，而且需要发挥决策者的主观能动性。为了在决策过程中引入决策者对于风险的主观态度，本文把效用理论应用于三支决策模型，通过将风险损失函数扩展为效用函数提出了基于效用的三支决策模型。研究了效用与对象的概率之间的单调关系，给出了效用三支决策中正域效用、边界域效用与负域效用的计算方法。最后，通过算例对提出的效用三支决策模型进行了有效地分析。该模型是经典三支决策模型的扩展，为三支决策模型中风险的主观量化研究提供了有益探索。

Abstract:

Risk decisions are usually influenced by subjective and objective factors. During the process of decision-making, decisions are based not only on the objective risk but also on the subjective activity of decision-makers. In order to introduce decision-makers’ subjective attitudes to risk, a model of utility-based three-way decisions (UTWD) was produced by extending the risk function to a utility function. The monotonic relationships between the utility and probabilities of objects in three regions were investigated systematically. The computational methods for positive region utility, boundary region utility, and negative region utility are also given. Finally, an example is given to substantiate the conceptual arguments. The model is an extension of three-way decisions and provides a beneficial investigation into subjective risk measures in three-way decision research.