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Wyszukujesz frazę "decision making under risk" wg kryterium: Temat


Wyświetlanie 1-4 z 4
Tytuł:
Support of Decision-Making under Risk by a Risk-Averse Decision-Maker
Autorzy:
Łodziński, Andrzej
Powiązania:
https://bibliotekanauki.pl/articles/375923.pdf
Data publikacji:
2019
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
decision-making under risk
multi-criteria optimization
equitably efficient solution
scalarizing function
decision support system
Opis:
The paper presents a method of supporting decision-making under risk by a risk- -averse decision-maker. Decision-making under risk occurs when the outcome of the system is ambiguous and depends on the state of the environment. The problem is considered as a multi-criteria optimization. The decision support method consists of interactive conduct of the process of decision-making. The decision is made by means of solving a problem with controlling parameters, which determine the aspirations of the decision-maker and evaluating the obtained solutions. The decision-maker sets parameters for which a solution is determined. Subsequently, he or she assesses the obtained solution, accepting or rejecting it. In the latter case, the decision-maker sets new values for the parameters and the problem is solved again. The present paper presents a discrete example of support for decision making under risk.
Źródło:
Decision Making in Manufacturing and Services; 2019, 13, 1-2; 73-83
1896-8325
2300-7087
Pojawia się w:
Decision Making in Manufacturing and Services
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Ascending Probabilistic Max-min Extended Choice Correspondence
Autorzy:
Lahiri, Somdeb
Powiązania:
https://bibliotekanauki.pl/articles/11542158.pdf
Data publikacji:
2023-08-30
Wydawca:
Główny Urząd Statystyczny
Tematy:
decision-making under risk
state-dependent preferences
extended choice correspondences
ascending probabilistic max-min
Opis:
In this paper, we provide an axiomatic characterization of the ascending probabilistic max-min extended choice correspondence for a decision-maker who has state-dependent preferences (represented by a linear order) over a set of alternatives and a (subjective) probability vector over states of nature, where both the preferences and probability vectors are variable. Further on the domain of all extended preference profiles for which the Ascending Probabilistic Max-Min Extended Choice Correspondence is resolute, the same choice correspondence is completely characterized by just two of the three axioms that are required for the axiomatic characterization on the more general domain. A significant feature of our solution concept and the related axiomatic analysis is that we use no more information than the probability with which each alternative realizes each rank.
Źródło:
Przegląd Statystyczny; 2023, 70, 1; 1-12
0033-2372
Pojawia się w:
Przegląd Statystyczny
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The influence of currency risk upon the market value of commercial banks operating in the Polish banking sector
Autorzy:
Korzeb, Zbigniew
Powiązania:
https://bibliotekanauki.pl/articles/599497.pdf
Data publikacji:
2015
Wydawca:
Wyższa Szkoła Informatyki i Zarządzania z siedzibą w Rzeszowie
Tematy:
commercial banks
event studies
international financial markets criteria for decision-making under risk and uncertainty
Opis:
The objective of the paper is to analyse the impact of the Swiss Nati onal Bank’s decision to introduce the floating exchange rate of the franc on January 15th, 2015, upon the market value of commercial banks operatingin the Polish banking sector. The analysis involved twelve commercial banks quoted on the Warsaw Stock Exchange. The results are inconclusive. The predicted reducti on of the banks’ market value was less significant than indicated by market investors’ reaction on the day after the announcement of the decision to introduce the floating exchange rate of the franc. The banks most prone to granting credit denominated in CHF did experience the largest reducti on of their share quotations. However, the Pearson product-moment correlation coefficient calculated for the correlation between the average cumulative abnormal returns on shares for the entire analysed sample, and the proportion of credits denominated in Swiss francs in the total credit portfolio, indicated only a moderate correlation between both variables.
Źródło:
Finansowy Kwartalnik Internetowy e-Finanse; 2015, 11, 4; 75-63
1734-039X
Pojawia się w:
Finansowy Kwartalnik Internetowy e-Finanse
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An example to illustrate several aspects of optimization theory in Managerial Economics
Autorzy:
Lahiri, Somdeb
Powiązania:
https://bibliotekanauki.pl/articles/2014162.pdf
Data publikacji:
2021
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
managerial economics
optimization
linear programming
decision making under risk
value of information
ekonomia menedżerska
optymalizacja
programowanie liniowe
podejmowanie decyzji w warunkach ryzyka
wartość informacji
Opis:
We provide a single example that illustrates all aspects of linear, integer and dynamic programming, including such concepts such as value of perfect and imperfect information. Such problems, though extremely plausible and realistic are hardly ever discussed in managerial economics.
Źródło:
Managerial Economics; 2021, 22, 1; 23-34
1898-1143
Pojawia się w:
Managerial Economics
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-4 z 4

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