A flexible framework for Group Decision Support: WINGDSS version 3.0

A flexible framework for Group Decision Support on PCs in Microsoft Windows environment is presented. WINGDSS does not replace human judgment but highly supports the entire process of decision making, from problem structuring to post-decision analysis. The latest version of WINGDSS is a modular, open system with a dynamical connection to relational databases, an interpreter for defining problem specific evaluation procedures, a lot of interactive features from setting up the tree of criteria until the sensitivity analysis on individual/group ranking. By providing tools for recursively redefining the decision problem, WINGDSS helps the decision makers in achieving a result satisfactory to the whole group.Research supported in part by the Hungarian Foundation for Scientific Research, Grant No. 2568 and by the Hungarian National Committee for Technical Research and Development, Grant No. 93-97-67-0553.     

目标约束下的投资选择

根据 Markowitz投资组合理论和传统的期望效用理论 ,在效用函数相同的情况下 ,所有的理性投资者都将采用相同的最优投资策略 .但在现实中 ,不同的投资者往往采用不同的投资策略 ,依据传统理论只能认为他们并不都是理性投资者 .本文引入了目标约束后 ,说明了由于不同的投资者具有不同的目标约束 ,所以用传统的期望效用理论无法解释的看似非理性的行为其实却是理性的最优选择 .     

信息安全风险模型

基于决策分析技术,提出了一种决策驱动的风险管理模型框架,并给出了安全策略纯效益的算法,该模型与目前国内流行的风险模型相比,能定量的分析风险管理,给出有害事件爆发频率和影响程度的具体缩减值以及计算出每个安全策略的纯效益,得到最佳安全策略.     

名优产品与劣质产品，孰优孰劣——消费品市场的博弈分析

由于信息不对称,买者通过逆向选择,在消费品市场上形成’伪劣产品”驱逐“名优产品”,类似于货币史上“劣币驱逐良币”,从而伪劣产品泛滥,而在信息畅通的情况下,消费者的选择是购买名优产品,不买劣质产品,厂商的选择是生产名优产品,或者长期生产劣质产品,但产品无人问津.     

偏好的对子态可分性

本文提出了消费者偏好的对子态可分性概念，并用来揭示一般选择集合上偏好的效用函数表示的特征，证明了偏好关系可用效用函数表示的充分必要条件是该偏好具有对子态可分性和可数满足性，还证明了偏好关系具有长直线ｗ１—表示的充分必要条件是该偏好具有对子态可分性．这两个结果，使得对子态可分性成为用直线上的序来表示消费偏好序之本质所在．     

离散时间投资组合保险策略CPPI及其实证分析

本文重点讨论了在离散时刻对投资组合进行调整的CPPI策略.给出了组合价值的过程表达式,并对其进行风险分析;引入二次期望效用函数,给出了确定CPPI策略中最优乘数的方法;讨论了借贷限制对CPPI策略的影响并将其与买入持有策略进行比较分析。最后,文章对CPPI策略的投资效果进行了实证分析.     

Optimal monitoring network designs

The selection of a monitoring network is formulated as a decision problem whose solutions would then be optimal. The theory is applied where the underlying field has a multivariate normal probability structure.     

Utility function assessment on a micro-computer: An interactive procedure

The procedure UFAP is presented which allows a decision maker to interactively assess his von Neumann/Morgenstern single attribute utility function. UFAP puts special emphasis on potential biases in the assessment process. In the first part of the procedure three different assessment methods are used to derive ranges for the utility function. Using different methods enables us to point out a possible bias in the elicitation process. In the second part a consistent class of utility functions is derived based on the ranges assessed in the first part. In case inconsistencies between methods arise the decision maker has to reconsider selected preference statements previously given.     

Economical and ecological utility oriented analysis of the process of anaerobic digestion of waste waters

A problem which has been constantly emphasized is the creation of criteria adequate to characterize the complexity of ecological analysis. The objective of the present paper is to demonstrate the capabilities of multiattribute utility theory in difficult-to-formalize problems. The multiattribute utility and the proposed algorithms provide a logically and operationally tested method which includes value in complex ecological problems. The results obtained and the constructed utility functions should be accepted as an iterative stage in real investigations, rather than as complete research that offer a final decision. The value estimations of the decision maker are the basis for interest in a given ecological problem. But they are often not explicitly or consistently addressed in the real investigations. The proposed methods account for otherwise uninterpretable information. The constructed value function can be used for automatic computer control and monitoring of anaerobic waste water digestion, which could reveal a new potential from the practical point of view.