Dynamic facility location when the total number of facilities is uncertain: A decision analysis approach

Models developed to analyze facility location decisions have typically optimized one or more objectives, subject to physical, structural, and policy constraints, in a static or deterministic setting. Because of the large capital outlays that are involved, however, facility location decisions are frequently long-term in nature. Consequently, there may be considerable uncertainty regarding the way in which relevant parameters in the location decision will change over time. In this paper, we propose two approaches for analyzing these types of dynamic location problems, focussing on situations where the total number of facilities to be located in uncertain. We term this type of location problem NOFUN (Number Of Facilities Uncertain). We analyze the NOFUN problem using two well-established decision criteria: the minimization of expected opportunity loss (EOL), and the minimization of maximum regret. In general, these criteria assume that there are a finite number of decision options and a finite number of possible states of nature. The minisum EOL criterion assumes that one can assign probabilities for the occurrence of the various states of nature and, therefore, find the initial set of facility locations that minimize the sum of expected losses across all future states. The minimax regret criteria finds the pattern of initial facility locations whose maximum loss is minimized over all possible future states.     

Decision Making with Linear Partial Information (L.P.I.)

This paper deals with decision making in a set of circumstances intermediate between the classical extremes of pure risk and pure uncertainty. It extends the Cannon-Kmietowicz-Pearman methods of finding maximum and minimum expected values of strategies, when probabilities of occurrence of future states of nature can be ranked, to the more general case investigated by Kofler and Menges, in which a set of linear constraints is imposed on the probabilities. A general solution to the problem is obtained, and its relationship to earlier results is discussed. A new criterion for strategy choice, in the condition mentioned above, is also proposed. It recommends selection of a strategy with the highest minimum expected utility (max E_min). The criterion arises naturally from the extension of the von Neumann-Morgenstern utility theory to the case of incomplete knowledge about the probabilities. These developments greatly enhance the attractiveness of the earlier results for applied work and lay foundations for further theoretical advances.     

Decision theory and strict ranking of probabilities

This paper is concerned with the derivation of guides to decision making in a set of circumstances intermediate between the classic extremes of pure risk and pure uncertainty. It is assumed that the decision maker can specify a subjective strict ranking of the probabilities of states of nature, in which case, given knowledge of the payoffs of a strategy, it is possible to find in a straightforward fashion, maximum and minimum expected payoffs for the strategy. If the information contained in the strict ranking is available to the decision maker, then to fail to take it into account must adversely affect the quality of decision making. The paper discusses both the interpretation and the possible practical uses of extreme expected values in decision making and includes a numerical example, based on an investment decision problem, to demonstrate the ease of use of the results obtained.     

Dominance-based Rough Set Approach to decision under uncertainty and time preference

We consider a problem of decision under uncertainty with outcomes distributed over time. We propose a rough set model based on a combination of time dominance and stochastic dominance. For the sake of simplicity we consider the case of traditional additive probability distribution over the set of states of the world, however, we show that the model is rich enough to handle non-additive probability distributions, and even qualitative ordinal distributions. The rough set approach gives a representation of decision maker’s time-dependent preferences under uncertainty in terms of “if…, then…” decision rules induced from rough approximations of sets of exemplary decisions.     

An adjustable approach to fuzzy soft set based decision making

Molodtsov’s soft set theory was originally proposed as a general mathematical tool for dealing with uncertainty. Recently, decision making based on (fuzzy) soft sets has found paramount importance. This paper aims to give deeper insights into decision making based on fuzzy soft sets. We discuss the validity of the Roy-Maji method and show its true limitations. We point out that the choice value designed for the crisp case is no longer fit to solve decision making problems involving fuzzy soft sets. By means of level soft sets, we present an adjustable approach to fuzzy soft set based decision making and give some illustrative examples. Moreover, the weighted fuzzy soft set is introduced and its application to decision making is also investigated.     

A rule-based risk decision-making approach and its application in China's customs inspection decision

This paper addresses a kind of risk decision-making problem existing widely in public administration and business management, which is characterized by (1) occurrence probabilities of states of nature can be estimated by analysing historical observations, but historical observations of different objects are unhomogeneous, (2) the relation between observations and occurrence probabilities of states of nature are affected by some qualitative and quantitative indicators, (3) it is a real-time decision-making problem, that is, there are many decisions for different objects to be made in a limited time, (4) considering decision's execution, impact of resource constrains is an important issue in decision-making process. In this paper, we develop a rule-based approach to address the problem. In the proposed approach, a two-step clustering method is employed to classify objects into categories, and observations in each category can be approximately viewed as homogeneous. For objects in each category, occurrence probabilities of states of nature are estimated by logistic regression, and the decision rule is obtained through solving an optimization model, which is to minimize the total decision risks while satisfying resource constrains. Effect and efficacy of our approach are illustrated through its application to China's customs inspection decision.     

Decision Networks

Decision Networks is a technique for solving problems which involve a sequence of decisions. It is similar in style to critical path analysis in that it consists of arrow diagrams which give a visual representation of the problem and are used as a basis for a simple calculation procedure. The technique can deal with deterministic and stochastic problems and in the latter case is more general than decision trees. The decision network approach meets the need for a method of solution for multi-stage decision problems which is easily understood, helps the user to visualize the nature of the problem and is routine in application.     

Belief linear programming

This paper proposes solution approaches to the belief linear programming (BLP). The BLP problem is an uncertain linear program where uncertainty is expressed by belief functions. The theory of belief function provides an uncertainty measure that takes into account the ignorance about the occurrence of single states of nature. This is the case of many decision situations as in medical diagnosis, mechanical design optimization and investigation problems. We extend stochastic programming approaches, namely the chance constrained approach and the recourse approach to obtain a certainty equivalent program. A generic solution strategy for the resulting certainty equivalent is presented.     

Modifications of the Hurwicz’s decision rule

The Hurwicz’s criterion is one of the classical decision rules applied in decision making under uncertainty as a tool enabling to find an optimal pure strategy both for interval and scenarios uncertainty. The interval uncertainty occurs when the decision maker knows the range of payoffs for each alternative and all values belonging to this interval are theoretically probable (the distribution of payoffs is continuous). The scenarios uncertainty takes place when the result of a decision depends on the state of nature that will finally occur and the number of possible states of nature is known and limited (the distribution of payoffs is discrete). In some specific cases the use of the Hurwicz’s criterion in the scenarios uncertainty may lead to quite illogical and unexpected results. Therefore, the author presents two new procedures combining the Hurwicz’s pessimism-optimism index with the Laplace’s approach and using an additional parameter allowing to set an appropriate width for the ranges of relatively good and bad payoffs related to a given decision. The author demonstrates both methods on the basis of an example concerning the choice of an investment project. The methods described may be used in each decision making process within which each alternative (decision, strategy) is characterized by only one criterion (or one synthetic measure).     

An approach for an algorithmic solution of discrete optimal control problems and their game-theoretical extension

We consider time discrete systems which are described by a system of difference equations. The related discrete optimal control problems are introduced. Additionally, a gametheoretic extension is derived, which leads to general multicriteria decision problems. The characterization of their optimal behavior is studied. Given starting and final states define the decision process; applying dynamic programming techniques suitable optimal solutions can be gained. We generalize that approach to a special gametheoretic decision procedure on networks. We characterize Nash equilibria and present sufficient conditions for their existence. A constructive algorithm is derived. The sufficient conditions are exploited to get the algorithmic solution. Its complexity analysis is presented and at the end we conclude with an extension to the complementary case of Pareto optima.Dmitrii Lozovanu was Supported by BGP CRDF-MRDA MOM2-3049-CS-03.     

A novel approach to interval-valued intuitionistic fuzzy soft set based decision making

The soft set theory, originally proposed by Molodtsov, can be used as a general mathematical tool for dealing with uncertainty. The interval-valued intuitionistic fuzzy soft set is a combination of an interval-valued intuitionistic fuzzy set and a soft set. The aim of this paper is to investigate the decision making based on interval-valued intuitionistic fuzzy soft sets. By means of level soft sets, we develop an adjustable approach to interval-valued intuitionistic fuzzy soft sets based decision making and some numerical examples are provided to illustrate the developed approach. Furthermore, we also define the concept of the weighted interval-valued intuitionistic fuzzy soft set and apply it to decision making.     

An approach to decision making based on intuitionistic fuzzy rough sets over two universes

Rough set theory has been combined with intuitionistic fuzzy sets in dealing with uncertainty decision making. This paper proposes a general decision-making framework based on the intuitionistic fuzzy rough set model over two universes. We first present the intuitionistic fuzzy rough set model over two universes with a constructive approach and discuss the basic properties of this model. We then give a new approach of decision making in uncertainty environment by using the intuitionistic fuzzy rough sets over two universes. Further, the principal steps of the decision method established in this paper are presented in detail. Finally, an example of handling medical diagnosis problem illustrates this approach.     

Quantum revivals of a non-Rabi type in a Jaynes–Cummings model

We study full revivals (e.g., the reappearance in the unitary evolution) of quantum states in the Jaynes–Cummings model with the rotating wave approximation. We prove that in the case of a zero detuning in subspaces generated by two adjacent pairs of energy levels, full revival does not exist for any values of the parameters. In contrast, the set of parameters that allows full revival is everywhere dense in the set of all parameters in the case of a nonzero detuning. The nature of these revivals differs from Rabi oscillations for a single pair of energy levels. In more complex subspaces, the presence of full revival reduces to particular cases of the tenth Hilbert problem for rational solutions of systems of nonlinear algebraic equations, which has no algorithmic solution in the general case. Non-Rabi revivals become partial revivals in the case where the rotating wave approximation is rejected.     

一种基于TOPSIS法的单值中智多属性决策新方法

单值中智集(SVNS)是中智集(NS)的一种特殊情况,它可以描述现实世界中大量存在的不精确、不确定和不一致信息。由于语言评价的模糊性,传统的模糊评价方法在解决多属性决策(MADM)问题上效果不佳。针对这种情况,提出了一种基于TOPSIS法的单值中智多属性决策新方法。首先介绍了中智集的一些基本概念和运算规则,给出了两个单值中智集之间的广义距离公式;然后构建了聚合专家权重的单值中智决策矩阵,把TOPSIS法推广到单值中智集的环境下;接着通过偏好排序确定了最佳的决策方案。最后通过一个仿真实例,说明了该方案的有效和实用性。     

A rough set approach to intuitionistic fuzzy soft set based decision making

The soft set theory, originally proposed by Molodtsov, can be used as a general mathematical tool for dealing with uncertainty. Since its appearance, there has been some progress concerning practical applications of soft set theory, especially the use of soft sets in decision making. The intuitionistic fuzzy soft set is a combination of an intuitionistic fuzzy set and a soft set. The rough set theory is a powerful tool for dealing with uncertainty, granuality and incompleteness of knowledge in information systems. Using rough set theory, this paper proposes a novel approach to intuitionistic fuzzy soft set based decision making problems. Firstly, by employing an intuitionistic fuzzy relation and a threshold value pair, we define a new rough set model and examine some fundamental properties of this rough set model. Then the concepts of approximate precision and rough degree are given and some basic properties are discussed. Furthermore, we investigate the relationship between intuitionistic fuzzy soft sets and intuitionistic fuzzy relations and present a rough set approach to intuitionistic fuzzy soft set based decision making. Finally, an illustrative example is employed to show the validity of this rough set approach in intuitionistic fuzzy soft set based decision making problems.     

Optimal multiple quantum statistical hypothesis testing

This paper is concerned with the problem of optimal M-alternative determination of quantum statistical states. A review of newest achievement of solving this problem is given. A notion of an effective decision Hilbert space is introduced and necessary and sufficient condkions for optimality of multiple quantum hypothesis testing in this space are formulated. The general solution is found for the case of a two-dimensional decision space. Another problem solved is that of discrimination of quantum pure non-orthogonal states. The result is represented in explicit analytical form for an "equidiagonal" case, which is quite general. In particular, we find explicit solutions of optimal discrimination problem of homogeneous and equiangle sets of pure states. These results are used for the M-ary detection problem in solving for the quantum coherent non-orthogonal signals. It is proved that the simplex signals are optimal elso in quantum case. The optimal estimatesof phaseandamplitude of quantum coherent signals are found. For decision operators a notion of IT-representation is introduced to get a general quasi-classical (optimal in quasi-classical limit) M-ary detection procedure of stochastic fields and particles, which submits to Bose-Einstein statistics. An optimal solution of problem of non-coherent detection of quantum stochastic (including optical) signals are found in the extreme quantum limit (weaknoise and signals with unknown phase).     

Decision making under uncertainty with fuzzy targets

This paper discusses the issue of how to use fuzzy targets in the target-based model for decision making under uncertainty. After introducing a target-based interpretation of the expected value on which it is shown that this model implicitly assumes a neutral behavior on attitude about the target, we examine the issue of using fuzzy targets considering different attitudes about the target selection of the decision maker. We also discuss the problem for situations on which the decision maker’s attitude about target may change according to different states of nature. Especially, it is shown that the target-based approach can provide an unified way for solving the problem of fuzzy decision making with uncertainty about the state of nature and imprecision about payoffs. Several numerical examples are given for illustration of the discussed issues.     

Algorithms for solving discrete optimal control problems with infinite time horizon and determining minimal mean cost cycles in a directed graph as decision support tool

Time-discrete systems with a finite set of states are considered. Discrete optimal control problems with infinite time horizon for such systems are formulated. We introduce a certain graph-theoretic structure to model the transitions of the dynamical system. Algorithms for finding the optimal stationary control parameters are presented. Furthermore, we determine the optimal mean cost cycles. This approach can be used as a decision support strategy within such a class of problems; especially so-called multilayered decision problems which occur within environmental emission trading procedures can be modelled by such an approach.     

Optimization of a special case of continuous-time Markov decision processes with compact action set

Performance optimization is considered for average-cost multichain Markov decision processes (MDPs) with compact action set. Since, for a general compact multichain model, the optimality equation system may have no solution, and also a policy iteration algorithm may yield a suboptimal policy rather than an optimal one, we concentrate only on a special case of multichain models in this paper, where we assume that the classifications of states are fixed identically rather than varying with policies. By using the concept of performance potentials, the existence of solutions to the optimality equation system is established, and then a potential-based policy iteration algorithm is supposed to solve this system. In addition, the optimality convergence, for recurrent classes, of the algorithm has been proved. Finally, a numerical example is provided.