深度不确定环境下的决策分析方法mdash;ndash;研究现状及展望.pdf

第30 卷 第3 期 控 制 与 决 策 2015 年 3 月 Vol. 30 No. 3 Control and Decision Mar. 2015 文章编号: 1001-0920 (2015) 03-0385-10 DOI: 10.13195/j.kzyjc.2014.0947 深度不确定环境下的决策分析方法—– 研究现状与展望 胡笑旋, 陈 意 (合肥工业大学 a. 管理学院，b. 过程优化与智能决策教育部重点实验室，合肥230009) 摘 要: 复杂、重大的决策活动经常会面临深度不确定的决策环境, 其决策难度和风险远超一般不确定环境下的决 策. 自21 世纪以来, 对深度不确定环境下决策分析方法的研究已成为决策分析领域新的重要方向之一. 对此, 首先 梳理了该领域的研究现状, 总结了深度不确定环境下决策问题的特征和难点, 分类阐述了4 种主要方法的起源与发 展、核心思想、实现步骤和典型应用; 然后进行了案例分析; 最后展望了该领域未来的研究方向. 关键词: 决策分析；深度不确定；探索性分析；鲁棒决策；信息差距理论；决策图 中图分类号: C934 文献标志码: A Decision analysis under deep uncertainty —– Present situation and prospect HU Xiao-xuan, CHEN Yi (a. School of Management，b. Laboratory of Process Optimization and Intelligent Decision-making of Ministry of Education ，Hefei University of Technology ，Hefei 230009 ，China. Correspondent ：HU Xiao-xuan ，E-mail: xiaoxuanhu@hfut.edu.cn) Abstract: Complex and important decisions are often faced with the condition of deep uncertainty. Deep uncertainty has brought difficulties and risks far more than general uncertainty to decision. Since the 21st century, the research on the decision analysis under deep uncertainty is becoming one of the new important direction in the field of decision analysis. Firstly, the current research on decision making under deep uncertainty is combed, the decision characteristics and difficulties under deep uncertainty are summarized. Four main methods are described and analyzed in several aspects including the origin and development, the core idea, the implementation steps, and the typical applications. Then, a case is studied. Finally, the future research directions are suggested. Keywords: