A Prediction Model for Individual Decision Making Behavior under Fuzzy Decision Problems

模糊決策問題的個人風險行為預測模型

葉曉萍(Hsiao-Ping Yeh)

《Pan-Pacific Management Review》 6卷2期 (2003/07) Pp. 125-134

https://doi.org/10.30166/PPMR.200307.0001

摘要

由於缺乏足夠的資訊亦或是資料無法獲得，大部分的決策問題本質上都具有某程度的模糊性質。所以，決策問題中的參數可以利用模糊集合數來解釋與規劃，也因此，這類決策問題的求解便應該有異於傳統的數學規劃問題是利用一定義好的函數或公式，以求取一最大值的方式來解決決策問題。但是，當決策方案中的參數是利用模糊集合數來規劃時，又應該如何做出所謂的“最佳決策”呢。本研究針對目前決策分析方法中研究模糊決策問題缺乏考量到決策者本身的主觀風險態度發展出一套利用決策者的風險模糊態度而系統式地解決模糊決策問題的決策模型。模式的可行性以及有效性也透過實驗來證明。同時，藉由與傳統決策分析模式常用的期望效用理論與新模型之比較，證明新模型不僅可以規劃與解釋更廣的決策問題，並可解答並且預測出更接近個人真實的決策模式。

關鍵字

模糊排序 ； 喜好逆轉現象 ； 風險模糊態度 ； 風險態度

並列摘要

Most decision problems are inherently fuzzy due to of unable precisely defined or the lack of enough information. Thus these decision problems can properly be formulated by fuzzy sets. Such problems differ from the traditional mathematical programming problem of maximizing a well-defined function over a set of alternatives represented by crisp values. However, when alternatives are represented in terms of fuzzy values, one important question remains: how can one choose one alternative from a given set of alternatives so as to achieve, in some sense, ”the best” overall fuzzy value. Current fuzzy decision making methods do not account for subjective values of the decision maker. In this paper the concept of the decision maker's attitude toward fuzziness is defined and a new fuzzy decision making method is derived. The feasibility and validity of the new method is ascertained through experiments. Benchmarking with the indices of preference reversals revealed by the traditional expected utility theory, the new approach leads to better prediction of individual's actual choices.

並列關鍵字

Fuzzy Ranking Method ； Preference Reversal ； Fuzziness Attitude ； Risk Attitude

參考文獻

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