序贯观察与选择策略的适应性研究

发布时间：2018-05-04 15:13

本文选题：秘书问题 + 均值标杆　；参考：《生产力研究》2008年16期

【摘要】：秘书问题是一类序贯观察与选择问题,描述了一种动态的信息搜索与决策过程。已有解决秘书问题的方法,主要特征是以取样观察选项中的最大值选项作为标杆,其优点是能保证赢的概率最大,但其不足是很少考虑决策者的有限理性决策能力与启发式认知偏见。鉴于此,本研究基于决策者的有限理性假设提出均值标杆策略,以及通过决策最优度来测量决策收益的设想。并通过计算机仿真实验的方法,探讨了决策者运用该策略情境下的截止阀值与决策收益之间的关系。研究结果发现,均值标杆策略的决策最优度明显优于最大值标杆策略,且决策最优度随标杆策略的变动呈U型曲线变化趋势。进一步研究发现,决策最优度的最佳值应该是以取样观察选项数量的20%个选项的平均值及其附近作为标杆。
[Abstract]:The secretary problem is a kind of sequential observation and selection problem, which describes a dynamic information search and decision-making process. There are ways to solve the secretary's problem, the main feature is that the maximum option in the sample observation option is used as a benchmark, and its advantage is that it can guarantee the maximum probability of winning. However, its deficiency is that the limited rational decision-making ability and heuristic cognitive bias of decision-makers are seldom considered. In view of this, based on the assumption of limited rationality of the decision makers, this paper proposes a mean benchmarking strategy and the assumption that the decision returns can be measured by the optimal degree of decision making. By means of computer simulation experiment, the relationship between the threshold value of the decision maker and the decision income in the situation of using the strategy is discussed. The results show that the decision optimality of mean benchmarking strategy is obviously superior to that of maximum benchmarking strategy, and the decision optimality varies with the change of benchmarking strategy in a U-shape curve. It is further found that the optimal value of decision optimization should be based on the average value of 20 options of the number of sampled observation options and its vicinity as a benchmark.
【作者单位】：河北经贸大学公共管理学院;河北工业大学管理学院;西安交通大学管理学院;
【基金】：国家自然科学基金优秀创新群体资助项目(70121001) 河北省哲学社会科学基金资助项目(HB08BSH002)
【分类号】：C934

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