风险厌恶对单样本属性检验方案的影响

Effect of Risk Aversion on Single Sample Attribute Inspection Plans

Management Science · 1984
被引 38
人大 A+FT50UTD24ABS 4*

中文导读

实证检验决策者风险厌恶程度对不同批次规模和过程质量先验分布下最优抽样方案的影响,并与经典线性成本模型比较,发现考虑风险厌恶时方案特征差异显著,并提出了基于期望效用最大化的优化算法。

Abstract

The impact of a decision maker's risk aversion on the choice of an optimal sampling plan is empirically examined for various batch sizes and prior distributions of the process quality level. These plans are compared to those of the classical linear cost model. The comparisons show that substantial differences in the characteristics of an optimal sampling plan (i.e., probability of acceptance, optimal sample size and expected total cost) occur when risk aversion is considered. A discussion of the optimization characteristics involved in the selection of a sampling plan is also presented. An optimization algorithm which obtains an optimal sampling plan based on the criterion of maximizing expected utility is proposed and evaluated.

风险规避抽样检验方案期望效用最大化最优样本量