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Wyszukujesz frazę "Dudzińska-Baryła, R." wg kryterium: Autor


Wyświetlanie 1-2 z 2
Tytuł:
Analysis of complex decision problems based on cumulative prospect theory
Autorzy:
Dudzińska-Baryła, R.
Powiązania:
https://bibliotekanauki.pl/articles/406332.pdf
Data publikacji:
2018
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
cumulative prospect theory
complex decision problem
decision tree
Opis:
Complex risky decision problems involve sequences of decisions and random events. The choice at a given stage depends on the decisions taken in the previous stages, as well as on the realizations of the random events that occurred earlier. In the analysis of such situations, decision trees are used, and the criterion for choosing the optimal decision is to maximize the expected monetary value. Unfortunately, this approach often does not reflect the actual choices of individual decision makers. In descriptive decision theory, the criterion of maximizing the expected monetary value is replaced by a subjective valuation that takes into account the relative outcomes and their probabilities. This paper presents a proposal to use the principles of cumulative prospect theory to analyse complex decision problems. The concept of a certainty equivalent is used to make it possible to compare risky and non-risky alternatives.
Źródło:
Operations Research and Decisions; 2018, 28, 3; 5-16
2081-8858
2391-6060
Pojawia się w:
Operations Research and Decisions
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Comparison of the valuations of alternatives based on cumulative prospect theory and almost stochastic dominance
Autorzy:
Michalska, E.
Dudzińska-Baryła, R.
Powiązania:
https://bibliotekanauki.pl/articles/406467.pdf
Data publikacji:
2012
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
cumulative prospect theory
almost stochastic dominance
decision analysis
Opis:
There are commonly accepted and objective decision rules, which are consistent with rationality, for example stochastic dominance rules. But, as can be seen in many research studies in behavioral economics, decision makers do not always act rationally. Rules based on cumulative prospect theory or almost stochastic dominance are relatively new tools which model real choices. Both approaches take into account some behavioral factors. The aim of this paper is to check the consistency of orders of the valuations of random alternatives based on these behavioral rules. The order of the alternatives is generated by a preference relation over the decision set. In this paper, we show that the methodology for creating rankings based on total orders can be used for the preference relations considered, because they enable comparison of all the elements in a set of random alternatives. For almost second degree stochastic dominance, this is possible due to its particular properties, which stochastic dominance does not possess.
Źródło:
Operations Research and Decisions; 2012, 22, 3; 23-36
2081-8858
2391-6060
Pojawia się w:
Operations Research and Decisions
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-2 z 2

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