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791.
This article develops a methodology for testing constant exchange risk properties and identifying an appropriate form for a decision maker's utility function. These risk properties characterize six different utility functions which are sums of products of polynomials and exponential functions. Such functional forms are commonly used in decision analysis applications. The practical advantage of this methodology is that these constant exchange risk properties eliminate the usual arbitrariness in the selection of a parametric utility function and often reduce the data requirements for subsequent estimation. The procedure is straightforward to apply. The decision maker need only provide certainty equivalents for two-outcome gambles and determine the more-preferred gamble in paired comparisons. The technical details of the procedure can be handled by interactive computer software. 相似文献
792.
The existence of ordinal criteria is a factor that complicates multiple criteria problems. In this article we develop an approach for the problem of choosing among discrete alternatives assuming that criteria are ordinal. The approach requires pairwise comparisons of alternatives by the decision maker. Based on these comparisons, presumably inferior alternatives are eliminated. Experience on randomly generated problems indicates that the approach usually chooses one of the most preferred alternatives and requires a small number of pairwise comparisons. 相似文献
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Michael D. Yaffe 《Defense & Security Analysis》1989,5(2):163-166
Strategy, Politics and Defense Budgets. By Warner R. Schilling, Paul Y. Hammond and Glenn H. Snyder. Columbia University Press, New York (1962) 相似文献
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Results of Geoffrion for efficient and properly efficient solutions of multiobjective programming problems are extended to multiobjective fractional programming problems. Duality relationships are given for these problems where the functions are generalized convex or invex. 相似文献
800.
Empirical distance functions are used to estimate actual travel distances in a transportation network, to verify the accuracy of road mileage data, and to formulate continuous location models. In this article we consider the problem of fitting the weighted lp norm to a given network. Mathematical properties are derived for two fitting criteria found in the literature. These properties are used to develop an accurate and efficient methodology to solve for the best-fitting parameter values. The directional bias of the lp norm is analyzed for its effect on the range of search for the optimal p value. Concepts and methodology are applied to a case study of the road system in Southern Ontario. In conclusion, a general framework for other types of distance functions is briefly discussed. 相似文献