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Ocena efektywności wariantów decyzyjnych na gruncie teorii perspektywy

Michalska E.

Zeszyty Naukowe. Organizacja i Zarządzanie / Politechnika Śląska

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2017

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z. 113

315--325

PL

Wskaźnik omega jest obiektywną miarą efektywności inwestycji uwzględniającą pełną informację o rozkładzie prawdopodobieństwa, definiowaną jako iloraz oczekiwanych zysków i oczekiwanych strat wyznaczanych względem punktu referencyjnego. Jednak jak pokazują w swoich badaniach twórcy teorii perspektywy, decydenci oceniając losowy wariant decyzyjny dokonują subiektywnej deformacji względnych wyników i ich prawdopodobieństw oraz wykazują awersję do strat. Celem pracy jest zaproponowanie wskaźnika efektywności omega-PT wariantów decyzyjnych uwzględniającego aspekty behawioralne podejmowania decyzji.

EN

The omega ratio is an objective measure of investment performance which takes into account full information about probability distribution. It is defined as the quotient of expected gains and expected losses calculated in relation to the some threshold level. However, the authors of the Prospect Theory show in their research that when decision makers evaluate a random decision they subjectively deform the relative outcomes and their probabilities and reveal loss aversion. The aim of this paper is to propose the omega-PT ratio which takes into account the behavioural aspects of decision-making.

2

Optimal supervisory control of regular languages

Ray A., Fu J., Lagoa C.

Demonstratio Mathematica

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2004

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Vol. 37, nr 4

991--1013

EN

This paper presents an algorithm for optimal control of regular languages, realized as deterministic finite state automata (DFSA), with (possible) penalty on event disabling. A signed real measure quantifies the behavior of controlled sublanguages based on a state transition cost matrix and a characteristic vector as reported in an earlier publication. The performance index for the proposed optimal policy is obtained by combining the measure of the supervised plant language with the cost of disabled controllable event(s). Synthesis of this optimal control policy requires at most n iterations, where n is the number of states of the DFSA model generated from the unsupervised regular language. The computational complexity of the optimal control synthesis is polynomial in n. The control algorithms are illustrated with an application example of a twin-engine surveillance aircraft.

3

Measure of regular languages

Surana A., Ray A.

Demonstratio Mathematica

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2004

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Vol. 37, nr 2

485--503

EN

This paper reviews and extends the recent work on signed real measure of regular languages within a unified framework. The language measure provides total ordering of partially ordered sets of sublanguages of a regular language to allow quantitative evaluation of the controlled behavior of deterministic finite state automata under different supervisors. The paper presents a procedure by which performance of different supervisors can be evaluated based on a common quantitative tool. Two algorithms are provided for computation of the language measure and their equivalence is established along with a physical interpretation from the probabilistic perspective.