摘要
首先给出了理想条件收益值的概念,证明了一个风险决策问题的理想条件收益值是一个定数,并给出了条件收益值与条件损失值的关系.其次给出了理想期望收益值的概念,证明了一个风险决策问题的理想期望收益值是一个定数,并在以上概念和结论的基础上给出了期望收益值与期望损失值的关系.最后给出了风险决策中按不同决策准则决策的一致性条件.
In this paper,we first set up the concept of the ideal conditional profit value,proved the ideal conditional profit value is a constant in any risk decision problem,and set up the relationship between conditional profit and conditional loss value on the basis of above the concept and conclusion.Then,we set up the concept of the ideal expected profit value,proved the ideal expected profit value is a constant in any risk decision problem,and set up the relationship between expected profit and expected loss value on the basis of above the concept and conclusion.Final,we set up the consistency condition of decision for different decision criterion in risk decision.
出处
《安徽大学学报（自然科学版）》
CAS
北大核心
2005年第4期9-12,共4页
Journal of Anhui University(Natural Science Edition)
基金
上海市教委社科基金资助项目(03FS30)
关键词
风险决策
决策准则
条件收益
期望收益
理想条件收益
理想期望收益
risk decision
decision criterion
conditional profit
expected profit
ideal conditional profit
ideal expected profit
