使用多属性效用函数对相互关联的风险项目进行资源分配

Resource Allocation to Interrelated Risky Projects Using a Multiattribute Utility Function

Management Science · 1983
被引 39
人大 A+FT50UTD24ABS 4*

中文导读

定义了离散项目空间中的偏好独立性和效用独立性,将多属性效用理论与数学规划结合,提出了一种用于解决不可分割且结果不确定的项目资源分配问题的分支定界算法,并给出了数值示例。

Abstract

Two major contributions are made to the problem of resource allocation to indivisible projects with uncertain outcomes: the concepts of preferential independence and utility independence for the space of discrete projects are defined, and a multiattribute utility theory is linked with mathematical programming for allocation. The utility function, as shown by Keeney, can be either multiplicative or additive. An overall procedure for structuring the model is outlined, a branch-and-bound algorithm for solving the multiplicative model is developed, and a numerical example is presented.

资源分配多属性效用函数风险项目分支定界算法