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深度不确定环境下的决策分析方法—–研究现状与展望
引用本文:胡笑旋 陈意. 深度不确定环境下的决策分析方法—–研究现状与展望[J]. 控制与决策, 2015, 30(3): 385-394
作者姓名:胡笑旋 陈意
作者单位:合肥工业大学管理学院,合肥230009; 合肥工业大学过程优化与智能决策教育部重点实验室,合肥230009
基金项目:国家自然科学基金项目(71131002);教育部人文社会科学研究青年基金项目
摘    要:复杂、重大的决策活动经常会面临深度不确定的决策环境,其决策难度和风险远超一般不确定环境下的决策。自21世纪以来,对深度不确定环境下决策分析方法的研究已成为决策分析领域新的重要方向之一。对此,首先梳理了该领域的研究现状,总结了深度不确定环境下决策问题的特征和难点,分类阐述了4种主要方法的起源与发展、核心思想、实现步骤和典型应用;然后进行了案例分析;最后展望了该领域未来的研究方向。

关 键 词:决策分析  深度不确定  探索性分析  鲁棒决策  信息差距理论  决策图
收稿时间:2014-06-16
修稿时间:2014-10-17

Decision analysis under deep uncertainty —– Present situation and prospect
HU Xiao-xuan CHEN Yi. Decision analysis under deep uncertainty —– Present situation and prospect[J]. Control and Decision, 2015, 30(3): 385-394
Authors:HU Xiao-xuan CHEN Yi
Abstract:

Complex and important decisions are often faced with the condition of deep uncertainty. Deep uncertainty has brought difficulties and risks far more than general uncertainty to decision. Since the 21st century, the research on the decision analysis under deep uncertainty is becoming one of the new important direction in the field of decision analysis. Firstly, the current research on decision making under deep uncertainty is combed, the decision characteristics and difficulties under deep uncertainty are summarized. Four main methods are described and analyzed in several aspects including the origin and development, the core idea, the implementation steps, and the typical applications. Then, a case is studied. Finally, the future research directions are suggested.

Keywords:decision analysis  deep uncertainty  exploratory analysis  robust decision  info-gap theory  decision map
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