摘要
序贯观察与选择问题是一类动态决策问题,描述了人们在优劣随机出现的备选择方案中,何时停止取样观察以获得最大的决策收益。已有研究证明,截止阀法则是解决该类决策问题的最主要方法之一。其中,一种策略是基于取样观察选项中的一个最大值选项为标杆,然后选择第一个大于此标杆的选项。若考虑决策的有限理性假设,决策者还可以基于取样观察选项中仅次于最大值的选项为标杆。很显然,标杆不同会导致序贯搜索选项的数量以及决策收益会有很大的差异。另外,还可以考虑基于"特定"事件的决策策略以及"变种"的标杆策略,本文分别就这几种标杆策略进行了系统地探讨与比较。
The sequential observation and selection problem is a class decision task of dynamic decision process, which describes the searching information stage by stage, and the aim is to decide when to stop searching for the maximal payoff. The present rules solving SP are the cutoff rules, among them one solution is to choose the maximum value as the benchmark and then select the alternative larger than the benchmark. When people consider the assumption of decisions＇ bounded rationality, it is possible to propose the suboptimal-benchmark. Obviously, decision payoff and search number is very different for these benchmarks. Additionally, we also analyze the decision rule based on specific events and changed benchmark rule. In brief, the paper compares and analyses the three rules of solving sequential observation and selection problem, and suggests the implications of the rules.
出处
《河北大学学报（哲学社会科学版）》
CSSCI
北大核心
2008年第4期35-37,共3页
Journal of Hebei University(Philosophy and Social Science)
关键词
序贯观察与选择
截止阀法则
标杆
sequential observation and selection, cutoff rule, benchmark
