Support of Decision-Making under Risk by a Risk-Averse Decision-Maker

• Autorzy: Łodziński Andrzej

Identyfikatory

DOI

10.7494/dmms.2019.13.1-2.3473

• Języki publikacji: EN

Abstrakty

EN

The paper presents a method of supporting decision-making under risk by a risk- -averse decision-maker. Decision-making under risk occurs when the outcome of the system is ambiguous and depends on the state of the environment. The problem is considered as a multi-criteria optimization. The decision support method consists of interactive conduct of the process of decision-making. The decision is made by means of solving a problem with controlling parameters, which determine the aspirations of the decision-maker and evaluating the obtained solutions. The decision-maker sets parameters for which a solution is determined. Subsequently, he or she assesses the obtained solution, accepting or rejecting it. In the latter case, the decision-maker sets new values for the parameters and the problem is solved again. The present paper presents a discrete example of support for decision making under risk.

Słowa kluczowe

EN

decision-making under risk; multi-criteria optimization; equitably efficient solution; scalarizing function; decision support system

• Wydawca: AGH University of Science and Technology Press
• Czasopismo: Decision Making in Manufacturing and Services
• Rocznik: 2019
• Tom: Vol. 13, no. 1-2
• Strony: 73--83
• Opis fizyczny: Bibliogr. 8 poz., tab.

Twórcy

autor

Łodziński Andrzej

• Warsaw University of Life Sciences, Faculty of Applied Informatics and Mathematics, Warsaw, Poland

Bibliografia

• [1] Kostreva, M., Ogryczak, W., Wierzbicki, A.P., 2005. Equitable Aggregation and Multiple Criteria Analysis. European Journal of Operational Research, 158, pp. 362–377.
• [2] Lewandowski, A., Wierzbicki, A.P. (eds.), 1989. Aspiration Based Decision Support Systems. Lecture Notes in Economics and Mathematical Systems, 331, Springer-Verlag, Berlin–Heidelberg.
• [3] Luce, D., Raiffa, H., 1964. Gry i decyzje. PWN, Warszawa.
• [4] Ogryczak, W., 2002. Multicriteria Optimization and Decisions under Risk. Control and Cybernetics, 31(4), pp. 975–1003.
• [5] Ogryczak, W., Wierzbicki, A.P., Milewski, M., 2008. A Multi-Criteria Approach to Fair and Efficient Bandwidth Allocation. Omega, 36, pp. 45–463.
• [6] Taghavi-Fard, M.T., Khalili-Damghani, K., Tavakkoli Moghaddam, R., 2009. Decision Making under Uncertain and Risky Situations. Society of Actuaries, pp. 1–31.
• [7] Wierzbicki, A.P., Makowski, N., Wessels, J. (eds.), 2000. Model-based Decision Support Methodology with Environmental Applications. IIASA Kluwer, Laxenburg Dordrecht.
• [8] Yager, R., 1988. On ordered weighted averaging aggregation operators in multi-criteria decision making

Uwagi

Opracowanie rekordu ze środków MNiSW, umowa Nr 461252 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2020).