文章基本信息

标题：A SOLUTION TO DECISION MAKING UNDER UNCERTAINTY
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作者：XIAOGANG WU ; RONGWEI DU
期刊名称：Journal of Theoretical and Applied Information Technology
印刷版ISSN：1992-8645
电子版ISSN：1817-3195
出版年度：2012
卷号：45
期号：1
页码：320-324
出版社：Journal of Theoretical and Applied
摘要：Decision-making under uncertainty is the problem with the least known conditions, and also the most difficult problem to find the optimal solution. A. Wald and his contemporary V. Nouma first associate the decision theory with the game theory in the way of regarding the statistical decision as the two-person zero-sum game processed by the statistician and nature. A. Wald proves that we should choose the so called Max-min strategy in decision making. Based on the analyses of A. Wald matrix game and five classical rules of uncertain decision-making, this paper agrees that the max-min criterion is the relative scientific solution, and puts forward the general method of solving uncertain decision-making.
关键词：Uncertain Decision-making; Decision Method; Matrix Game