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2013 | 14(XIV) | nr 2 | 39-50
Tytuł artykułu

The Method of Supporting Decisions under Risk Based on Multiobjective Optimization

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Języki publikacji
EN
Abstrakty
EN
The method of supporting decisions under risk was presented in this paper. Making decision under risk takes place when a result of a given decision is not explicit and depends on the condition of the environment. A decision-making process based on multiobjective optimization has been presented in this paper. Methods of multiobjective optimization do not give one unique solution, but a whole set of them. A decision making relies on interactive conducting of the decision making process. Selection of given decision is made by way of solving a problem with parameters defining aspirations of a decision maker and the evaluation of obtained results. A decision maker defines a parameter, for which a solution is indicated. Then he or she evaluates the received solution by either accepting or rejecting it. In the second case a decision maker provides a new parameter value and a problem is solved again for the new parameter. (original abstract)
Twórcy
  • Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
Bibliografia
  • Jaworski P., Micał J. (2005) Mathematical modeling in finance and insurance.(in polish) Poltext, Warszawa.
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  • Łodziński A. (1991) The use of reference objectives for selecting polyoptimal control in multistage process. System Analysis Modelling Simulation. Vol. 8. Akademie Verlag Berlin.
  • Keeney L., Raiffa H. (1993) Decisions with Multiple Objectives. Preferences and Value Tradeoffs.
  • Luce D., Raiffa H. (1966) Games and decisions. (in polish) PWN, Warszawa.
  • Łucki Z. (2001) Mathematical techniques for managing. (in polish) Publishing house AGH, Kraków.
  • Ogryczak W. (1997) Multicriteria optimization of linear an discrete. Publishing house UW, Warszawa.
  • Ogryczak W. (2002) Multicriteria optimization an Decisions under Risk, Control and Cybernetics.
  • Sikora W. (2008) Operations research. PWE, Warszawa.
  • Trzaskalik T. (2006) Multicriteria methods in the Polish financial. PWE, Warszawa.
  • Tyszka T. (2010) Decisions. Psychological and economic perspective. Publishing house Scholar, Warszawa.
  • Wierzbicki A., Makowski N., Wessels J. (2000) Model_Based Decision Support Methology with Environmental Applications. IIASA Kluwer, Laxenburg Dordrecht.
  • Wierzbicki A., Granat J.P. (2003) Optimization in supporting decisions. (typescript) Warszawa.
Typ dokumentu
Bibliografia
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