Optimal decision-making via binary decision diagrams for investments under a risky environment
提出两种基于逻辑决策树和二元决策图的方法,用于在约束风险环境下优化投资和资源分配,分别通过非线性规划模型和考虑外部约束的重要性度量来实现。
This paper presents two methods for supporting investments and resource allocation in a constrained risky environment. These methods are based on the application of logical decision trees and binary decision diagrams as an approach that allows quantitative analysis of a qualitative study. The scenario considered in this paper is a decision-making process under risk environment, where stochastic variables are considered. The two novel procedures are introduced to facilitate the resource allocation as the objective of the decision-making process. The first procedure uses the analytic expression provided by binary decision diagrams as an objective function of a non-linear programing model. The second procedure introduces an importance measure that takes into account some external constraints, unlike the classical importance measures that only consider the topology of the tree. The first technique will optimise the outcomes and the second will provide a good approximation of the outcomes using simpler calculations.