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    Wyświetlanie 1-9 z 9
    Tytuł:
    MODIFICATIONS OF THE MAXIMIN JOY CRITERION FOR DECISION MAKING UNDER UNCERTAINTY
    Autorzy:
    Gaspars-Wieloch, Helena
    Powiązania:
    https://bibliotekanauki.pl/articles/453438.pdf
    Data publikacji:
    2014
    Wydawca:
    Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
    Tematy:
    decision making under uncertainty
    optimal pure strategy
    maximin joy criterion
    payoff matrix
    Opis:
    Decision making under uncertainty (DMU) occurs when the decision maker (DM) has to choose an appropriate alternative on the basis of a set of decisions and a set of scenarios (with an unknown probability distribution). The author suggests two modifications of the maximin joy criterion (MJC) - one of the classical decision rules used in DMU by pessimists searching for an optimal pure strategy. The goal of the alterations for MJC is to accentuate more effectively the position of particular outcomes in comparison with other outcomes connected with a given scenario.
    Źródło:
    Metody Ilościowe w Badaniach Ekonomicznych; 2014, 15, 2; 84-93
    2082-792X
    Pojawia się w:
    Metody Ilościowe w Badaniach Ekonomicznych
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Spare Parts Quantity Problem Under Uncertainty – the Case of Entirely New Devices With Short Life Cycle
    Autorzy:
    Gaspars-Wieloch, Helena
    Powiązania:
    https://bibliotekanauki.pl/articles/578491.pdf
    Data publikacji:
    2019
    Wydawca:
    Uniwersytet Ekonomiczny w Katowicach
    Tematy:
    Krótki cykl życia
    Niepewność
    Preferencje decydenta
    Decision maker’s preferences
    Short life cycle
    Uncertainty
    Opis:
    The paper presents a new scenario-based decision rule for the spare parts quantity problem (SPQP) under uncertainty with unknown objective probabilities. The goal of SPQP is to ensure the right number of extra parts at the right place at the right time. In the literature, SPQP is usually regarded as a stochastic problem since the demand for extra parts is treated as a random variable with a known distribution. The optimal stock quantity minimizes the expected loss resulting from buying a given number of parts before potential failures. The novel approach is designed for the purchase of non-repairable spare parts for entirely new seasonal devices, where the estimation of frequencies is complicated because there are no historical data about previous failures. Additionally, the decision maker’s knowledge is limited due to the nature of the problem. The new procedure is a three-criteria method. It is based on the Hurwicz and Bayes decision rules and supported with a forecasting stage enabling one to set the scenario with the greatest subjective chance of occurrence. The method takes into account the decision maker’s attitude towards risk and the asymmetry of losses connected with particular stock quantities. We assume that the future unit purchase cost of a service part bought after the breakdown is also uncertain and given as an interval parameter. The approach is designed for short life cycle machines.
    Źródło:
    Multiple Criteria Decision Making; 2019, 14; 5-28
    2084-1531
    Pojawia się w:
    Multiple Criteria Decision Making
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Propozycja hybrydy reguł Hurwicza i Bayesa w podejmowaniu decyzji w warunkach niepewności
    A Hybrid of the Hurwicz and Bayes Rules in the Decision Making Under Uncertainty
    Autorzy:
    Gaspars-Wieloch, Helena
    Powiązania:
    https://bibliotekanauki.pl/articles/590119.pdf
    Data publikacji:
    2014
    Wydawca:
    Uniwersytet Ekonomiczny w Katowicach
    Tematy:
    Badania operacyjne
    Niepewność
    Podejmowanie decyzji
    Decision making
    Operations research
    Uncertainty
    Opis:
    The Hurwicz rule and the Bayes rule are classical approaches applied in the decision making under uncertainty. This situation occurs when the decision maker may choose one of several alternatives and he or she is only able to assign to each of them an interval of potential payoffs or a set of possible profits. In both cases the answer obtained depends on the state of nature (scenario) which will happen, but in the first case the set of scenarios is infinite and in the second one - it is finite. The Hurwicz measure, with the aid of the coefficient of pessimism and the coefficient of optimism, enables to find the optimal pure strategy when the decision selected is performed only once. Meanwhile the Bayes criterion is designed to indicate the optimal pure or mixed strategy when the variant chosen is performed once or many times. In the first part of the article the author analyzes the Hurwicz rule and illustrates cases when the use of this criterion leads to quite unexpected results which seem to be contradictory with the logic and do not reflect the decision maker's preferences. In the second part a proposal of an approach for optimal pure strategy searching (by means of formulas considering both the coefficients of pessimism and optimism, as well as the whole set of payoffs) is presented. This procedure (H+B rule) combines elements of the Hurwicz criterion and the Bayes criterion, but is deprived of disadvantages typical of the Hurwicz rule. The rule suggested takes into consideration both extreme payoffs and intermediate payoffs, which enables to receive rational recommendations for a larger spectrum of decision problems. The H+B rule may be applied in the decision making process under uncertainty when the number of potential scenarios and the set of possible payoffs are finite, however a slight modification of the equations proposed enables to use this procedure in problems with continuous payoffs.
    Źródło:
    Studia Ekonomiczne; 2014, 178; 74-92
    2083-8611
    Pojawia się w:
    Studia Ekonomiczne
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    On some analogies between one-criterion decision making under uncertainty and multi-criteria decision making under certainty
    Autorzy:
    Gaspars-Wieloch, Helena
    Powiązania:
    https://bibliotekanauki.pl/articles/1837907.pdf
    Data publikacji:
    2021-06-30
    Wydawca:
    Uniwersytet Ekonomiczny w Poznaniu
    Tematy:
    one-criterion and multi-criteria decision making
    certainty
    uncertainty
    scenario planning
    economic problems
    optimization
    payof matrix
    decision rules
    decision maker's preferences
    Opis:
    One-criterion decision making under uncertainty (1-DM/U) is related to situations in which the decision maker (DM) evaluates the alternatives on the basis of one objective, but e.g. due to numerous uncertain future factors some parameters of the problem are not deterministic. Instead of entirely known paramaters, a set of possible scenarios is available. Multi-criteria decision making under certainty (M-DM/C) concerns cases where the DM assesses particular options in terms of many objectives. The parameters are known. Therefore, scenario planning is redundant. Both issues are investigated by many researchers and practitioners, since real economic decision problems are usually at least uncertain or multi-objective. In the paper, numerous analogies between 1-DM/U and M-DM/C are revealed. Some of them have existed for many decades, but others, so far, have not been developed. A careful examination of all the similarities enables an improvement of existing methods and a formulation of new algorithms for 1-DM/U and M-DM/C. The article presents six pairs of similar procedures and contains the description of three novel approaches created by analogy to existing ones.
    Źródło:
    Economics and Business Review; 2021, 7, 2; 17-36
    2392-1641
    Pojawia się w:
    Economics and Business Review
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A decision rule for uncertain multicriteria mixed decision making based on the coefficient of optimism
    Autorzy:
    Gaspars-Wieloch, Helena
    Powiązania:
    https://bibliotekanauki.pl/articles/578578.pdf
    Data publikacji:
    2015
    Wydawca:
    Uniwersytet Ekonomiczny w Katowicach
    Tematy:
    Modele optymalizacyjne
    Niepewność
    Optymalizacja wielokryterialna
    Planowanie scenariuszowe
    Podejmowanie decyzji w warunkach niepewności
    Wielokryterialne podejmowanie decyzji
    Decision making under uncertainty
    Multiple criteria optimization
    Multiple-criteria decision making
    Optimizing models
    Scenario planning
    Uncertainty
    Opis:
    This paper is devoted to multicriteria decision making under uncertainty with scenario planning. This topic has been explored by many researchers since almost all real-world decision problems contain multiple conflicting criteria and a deterministic criteria evaluation is often impossible. We propose a procedure for uncertain multi-objective optimization which may be applied when a mixed strategy is sought after. A mixed strategy, as opposed to a pure strategy, allows the decision maker to select and perform a weighted combination of several accessible alternatives. The new approach takes into account the decision maker’s preference structure and attitude towards risk. This attitude is measured by the coefficient of optimism on the basis of which a set of the most probable events is suggested and an optimization problem is formulated and solved.
    Źródło:
    Multiple Criteria Decision Making; 2015, 10; 32-47
    2084-1531
    Pojawia się w:
    Multiple Criteria Decision Making
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Scenario planning as a new application area for TOPSIS
    Autorzy:
    Gaspars-Wieloch, Helena
    Powiązania:
    https://bibliotekanauki.pl/articles/27315335.pdf
    Data publikacji:
    2023
    Wydawca:
    Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
    Tematy:
    TOPSIS
    scenario planning
    uncertainty
    certainty
    one-criterion decision-making
    multi-criteria decision-making
    rankings
    Opis:
    TOPSIS is a well-known approach applied to multi-criteria decision-making under certainty (M-DMC). However, recently, some analogies between this domain and scenario-based one-criterion decision-making under uncertainty (1-DMU) have been revealed in the literature. Thus, the similarities aforementioned give the possibility to adjust TOPSIS to another area. The goal of the paper is to create a new method for problems with non-deterministic parameters on the basis of TOPSIS ideas. In the suggested approach criteria weights (declared within TOPSIS) are replaced by subjective chances of occurrence which are estimated for each scenario. The novel method has an advantage over existing classical decision rules designed for 1-criterion decision-making under uncertainty since within this procedure each payoff connected with a given option is compared with the positive and negative-ideal solutions.
    Źródło:
    Operations Research and Decisions; 2023, 33, 2; 23--34
    2081-8858
    2391-6060
    Pojawia się w:
    Operations Research and Decisions
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A Decision Rule for Uncertain Multi-Criteria Pure Decision Making and Independent Criteria
    Autorzy:
    Gaspars-Wieloch, Helena
    Powiązania:
    https://bibliotekanauki.pl/articles/429875.pdf
    Data publikacji:
    2017
    Wydawca:
    Uniwersytet w Białymstoku. Wydawnictwo Uniwersytetu w Białymstoku
    Tematy:
    uncertainty
    multi-criteria decision-making
    pure strategies
    one-shot decisions
    independent criteria
    two-stage models
    Opis:
    The paper is concerned with multi-criteria decision-making under uncertainty with scenario planning. This topic has been explored by many researchers since almost all real-world decision problems contain multiple conflicting criteria and a deterministic evaluation of criteria is often impossible. We propose a procedure for uncertain multi-objective optimization which can be applied when seeking a pure strategy. A pure strategy, as opposed to a mixed strategy, allows the decision-maker to select and perform only one accessible alternative. The new approach takes into account the decision-maker’s preference structure (importance of particular goals) and nature (pessimistic, moderate or optimistic attitude towards a given problem). It is designed for one-shot decisions made under uncertainty with unknown probabilities (frequencies), see decision-making under complete uncertainty or decision-making under strategic uncertainty. The novel approach can be used in the case of totally independent payoff matrices for particular targets.
    Źródło:
    Optimum. Economic Studies; 2017, 3(87)
    1506-7637
    Pojawia się w:
    Optimum. Economic Studies
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Critical analysis of classical scenario-based decision rules for pure strategy searching
    Autorzy:
    Gaspars-Wieloch, Helena
    Powiązania:
    https://bibliotekanauki.pl/articles/1858406.pdf
    Data publikacji:
    2020
    Wydawca:
    Politechnika Śląska. Wydawnictwo Politechniki Śląskiej
    Tematy:
    classical uncertainty one-criterion decision rules
    scenario planning
    pure strategy
    decision maker preferences
    economic case study
    klasyczne jednokryterialne reguły decyzyjne
    planowanie scenariuszowe
    strategia czysta
    preferencje decydenta
    ekonomiczne studium przypadku
    Opis:
    Purpose: The contribution briefly presents the essence and applications of the well-known classical decision rules designed for decision making under uncertainty with unknown probabilities and based on scenario planning. We concentrate on games against nature, pure strategy searching and one-criterion optimization. Design/methodology/approach: The main goal of this work is to analyse numerous case studies and formulate conclusions concerning the properties (in particular drawbacks and limitations) of the aforementioned strategic procedures. Findings: The paper focuses on the limited usefulness of classical decision rules in real economic decision problems. It is advised to apply them very carefully. Research limitations/implications: A similar analysis for mixed strategy searching and multi-criteria optimization should be performed within a future research. Originality/value: The work offers numerous practical guidelines modifying existing procedures and allowing decision makers to obtain logic recommendations.
    Źródło:
    Zeszyty Naukowe. Organizacja i Zarządzanie / Politechnika Śląska; 2020, 149; 155-165
    1641-3466
    Pojawia się w:
    Zeszyty Naukowe. Organizacja i Zarządzanie / Politechnika Śląska
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    O regule decyzyjnej wspierającej wielokryterialne poszukiwanie optymalnej strategii czystej w warunkach niepewności
    On a Decision Rule for Searching an Optimal Pure Strategy in Uncertain Multicriteria Decision Making
    Autorzy:
    Gaspars-Wieloch, Helena
    Powiązania:
    https://bibliotekanauki.pl/articles/588018.pdf
    Data publikacji:
    2015
    Wydawca:
    Uniwersytet Ekonomiczny w Katowicach
    Tematy:
    Niepewność
    Planowanie scenariuszowe
    Strategia czysta
    Wielokryterialne podejmowanie decyzji
    Współczynnik optymizmu
    Coefficient of optimism
    Multicriteria decision making
    Pure strategy
    Scenario planning
    Uncertainty
    Opis:
    W pracy opisano propozycję nowego podejścia, które można wykorzystać w wielokryterialnym podejmowaniu decyzji w przypadku poszukiwania optymalnej strategii czystej w warunkach niepewności (decydent nie zna bądź nie zamierza skorzystać z informacji o prawdopodobieństwie wystąpienia poszczególnych stanów natury). Prezentowana reguła decyzyjna poprzedzona jest etapem prognostycznym, w ramach którego brane jest pod uwagę nastawienie decydenta do ryzyka (rozumianego jako możliwość uzyskania niekorzystnej wypłaty) mierzone współczynnikiem optymizmu. Etap ten służy do wyłonienia najbardziej „prawdopodobnego” (tj. odzwierciedlającego naturę decydenta) scenariusza bądź zbioru najbardziej „prawdopodobnych” scenariuszy i ma na celu zawężenie pierwotnej macierzy wypłat, na podstawie której wybierana jest najlepsza decyzja. Procedura odwołuje się do planowania scenariuszowego i do metody SF+AS (ang. Scenario Forecasting + Alternative Selection Method) przedstawionej w innym artykule i znajdującej zastosowanie w jednokryterialnych problemach decyzyjnych.
    The author describes a new approach which may be used in uncertain multicriteria decision making with scenario planning to searching an optimal pure strategy. The decision maker does not know the likelihood of particular scenarios. The decision rule is supported by a forecasting stage within which scenarios reflecting the decision maker’s attitude towards risk (understood as a possibility that some bad circumstances might happen) are selected. The nature of the decision maker is measured by the coefficient of optimism. Hence, the final strategy is chosen on the basis of a reduced aggregated payoff matrix. The procedure refers to SAW (Simple Additive Weighting Method) and to SF+AS method (Scenario Forecasting + Alternative Selection Method), presented in an other paper and devoted to one-criterion decision problems.
    Źródło:
    Studia Ekonomiczne; 2015, 248; 42-61
    2083-8611
    Pojawia się w:
    Studia Ekonomiczne
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-9 z 9

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