Pojem
Adecisionmadewhentheprobabilityofthestateofthesystem’sactionplancannotbeestimated.Thebasicmethodofuncertaindecision-makingistofirstusetheutilityvaluetoexpressvariouspossibleconsequences,constructapaymenttable,andthenusecertainevaluationcriteriatoevaluatetheprosandconsofeachplan,soastoselectthebestplan.Iftherearenactionplans(a1,a2,....,an)tochoosefrom,theremaybemstates(θ1,θ2,...,θm),programɑiisinstateθjTheconsequencethatappearsisexpressedbytheutilityvalue,denotedasCij=C(ai,θj),youcanGetthestructurematrixtable,alsocalledthepaymenttable(seetable).Accordingtothepaymenttable,differentcriteriacanbeusedtoevaluatetheprosandconsoftheplan,soastoselectthebestactionplan(oroptimalstrategy).CommonlyusedcriteriaareLaplacecriterion,Waldcriterion,Hevizcriterion,hybridcriterionandSavoycriterion.
Kritéria a způsob výběru
Metoda rovnosti
AlsocalledLaplacedecisioncriterion.Usingthismethod,itisassumedthattheprobabilityofanyoccurrenceinthenaturalstateisthesame.Thechoiceoftheplaniscarriedoutbycomparingtheaverageprofitandlossofeachplan.Underthegoalofprofitmaximization,theplanwiththelargestaverageprofitisselected.,Underthecostminimizationgoal,choosethesolutionwiththesmallestaveragecost.
Konzervativní metoda
AlsocalledWald'sdecisioncriterion,thecriterionofgettingbiggerfromsmall.Decisionmakersdonotknowtheprobabilityofanyofthevariousnaturalstates.Thegoalofdecision-makingistoavoidtheworstresultsandstrivetominimizerisks.Whenusingconservativemethodstomakedecisions,thefirstthingtodoistodeterminetheresultsandtrytominimizetherisk.Whenusingtheconservativemethodtomakeadecision,firstdeterminetheminimumreturnvalueofeachalternativeplan,andthenselectamaximumvaluefromtheminimumreturnvalueoftheseplans,andtheplancorrespondingtothemaximumvalueistheplanselectedbythedecision.
Nebezpečná metoda
AlsoknownasHeavis'decision-makingcriterion,thecriterionofgettingbiggerfrombigger.Thedecisionmakerdoesnotknowtheprobabilityofanyofthevariousnaturalstates.Thegoalofdecision-makingistochoosethebestnaturalstatetoensurethegreatestpossibleprofit.Theapplicationoftherisk-takingmethodindecision-makingis:first,determinethemaximumprofitvalueofeachalternative;then,selectamaximumvaluefromthemaximumprofitoftheseoptions,andthealternativesolutioncorrespondingtothemaximumvalueisItisadecision-makingoption.Sincedecision-makingaccordingtothiscriterioncanhavethelargestloss,itiscalledthecriterionofriskyspeculation.
Metoda optimismu
Alsoknownasthedecliningdecisionmethod,thedecisionmakerdeterminesanoptimismcoefficientε(0.5,1),usestheoptimismcoefficienttocalculatetheoptimisticexpectedvalueofeachplan,andselectstheexpectedvalueThebiggestscheme.
Metoda minimální a maximální retenční hodnoty
AlsoknownastheSavannahdecisionaccuracyrule,thedecisionmakerdoesnotknowtheprobabilityofanyofthevariousnaturalstates.ThegoalofthedecisionistoensuretoavoidLargerchanceloss.Whenusingtheminimumandmaximumregretvaluemethod,firsttransformthedecisionmatrixfromaprofitmatrixtoanopportunitylossmatrix;thendeterminethemaximumopportunitylossofeachalternative;again,chooseaminimumvalueamongthemaximumopportunitylossoftheseoptions,Thealternativesolutioncorrespondingtotheminimumvalueisthedecision-makingoption.