決策的衝突與重結構   內容大綱  決策的本質與程序 賽局理論的觀察 多階規劃的觀察 結論與建議 2019/4/7 U.P. Wen.

Presentation on theme: "決策的衝突與重結構   內容大綱  決策的本質與程序 賽局理論的觀察 多階規劃的觀察 結論與建議 2019/4/7 U.P. Wen."— Presentation transcript:

1 決策的衝突與重結構 內容大綱  決策的本質與程序 賽局理論的觀察 多階規劃的觀察 結論與建議 2019/4/7 U.P. Wen

2 決策的本質 Decision making can be regarded as an outcome of mental processes (cognitive process) leading to the selection of a course of action among several alternatives. Every decision making process produces a final choice. The output can be an action or an opinion of choice. -- From Wikipedia, the free encyclopedia 2019/4/7 U.P. Wen

3 決策的程序 管理者在管理功能上(如計劃、組織、配置、控制等)經常要作許多複雜面且重要的決策。 2019/4/7 U.P. Wen

4 賽局理論的觀察 (i) 甲方與乙方利益相協和 (甲方償付值，乙方償付值) 乙方 甲方 2019/4/7 U.P. Wen

5 (ii) 甲方與乙方利益不協和 (囚犯困境)
2019/4/7 U.P. Wen

6 (iii) Stackelberg game –
two-person game in hierarchical structure decision-making organization. Pricing Supply Chain Management Government Policy Decision Making 2019/4/7 U.P. Wen

7 Bilevel Linear Programming Model
多階規劃的觀察 Bilevel Linear Programming Model P1 max F(x, y) = ax + by x where y solves P max f(x, y) = cx + dy y s. t. Ax + By  r where x: policy variables control by higher level DM y: behavior variables control by lower level DM 2019/4/7 U.P. Wen

8 Define S = {(x, y)  Ax + By  r }
Y(x) denotes the optimal solution to the inner problem (P2) for a given x, i.e. Y(x) = {y  f(x, y) = max f(x, y), s.t. By  r - Ax} The higher level DM’s (P1) solution space will be f (S) = {(x, y)  (x, y)  S, y  Y(x)} and is called the set of rational reactions of f over S. P1 can be rewritten as max F(x, y) = ax + by s. t. (x, y)  f (S) 2019/4/7 U.P. Wen

9 Definition 1: A point (x, y) is called feasible if (x, y)  f (S)
Definition 1: A point (x, y) is called feasible if (x, y)  f (S). Definition 2: A feasible point (x*, y*) is called optimal if ax*+by* is unique for all y* Y(x*), and ax*+by*  ax+by for all feasible pair (x, y)  f (S). 2019/4/7 U.P. Wen

10 max where y solves max s.t. 2019/4/7 U.P. Wen

11 2019/4/7

12 Multiobjective Linear Programming Model
S 2019/4/7 U.P. Wen

13 Conflicting Efficient Soln. (Non-dominated Soln.)
Assess DM’s Preferences Unique Soln (Compromise Soln.) max Two mappings st decision var. space objective space value space 2019/4/7 U.P. Wen

14 結論與建議 理性的決策環境 正當的推理過程 決策問題的類型與層級關係 溝通與協商的機制 雙贏策略的擬定 2019/4/7 U.P. Wen