One-shot decision theory and its applications to business problems
| Project/Area Number |
22510144
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Social systems engineering/Safety system
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| Research Institution | Yokohama National University |
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Principal Investigator |
GUO PEIJUN 横浜国立大学, 国際社会科学研究院, 教授 (60325313)
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| Project Period (FY) |
2010-04-01 – 2014-03-31
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| Project Status |
Completed (Fiscal Year 2013)
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| Budget Amount *help |
¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
Fiscal Year 2013: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2012: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2011: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2010: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
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| Keywords | ワン・ショット意思決定理論 / フォーカス・ポイント / 多段階ワン・ショット意思理論 / 新聞売り子問題 / 最適停止問題 / 多段階投資・消費問題 / 多段階ワン・ショット意思決定 / 多段階消費と投資問題 / イノベイティブ製品 / 返品制 / 区間回帰分析 / 外れ値 / multistage decision / focus point / dynamic programming / Newsvendor Problem / one-shot decision theory / 可能性度合い / 満足度 / 後悔度 / 保健医療システム / 流通チャンネル / ワン・ショット意思決定フレームワーク / 不動産投資 / 複占市場 / 区間確率 / ラフ集合 / 可能性数理計画問題 |
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| Research Abstract |
The one-shot decision theory is initially proposed for dealing with one-shot decision problems which are typical for situations where a decision maker has one and only one chance to make a decision with partially known information. The one-shot decision theory is a fundamental alternative for decision making under uncertainty because it is scenario-based instead of lottery-based as in the other existing methods. As an application, a duopoly market of a new product with a short life cycle, a private real estate investment problem and a single-period inventory problem are analyzed. A general approach to multistage one-shot decision making is proposed with the one-shot decision theory. The optimality equation in multistage one-shot decision problems is given. We examine the optimal stopping problem in the possibilistic time-invariant system and an individual multi-period consumption-investment problem.
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Report
(5 results)
Research Products
(54 results)
