Dynamic focus programming: A new approach to sequential decision problems under uncertainty
提出动态焦点规划方法，通过正负两套评估系统分析序贯决策路径，帮助决策者根据自身性格和问题框架选择最优或最可接受的决策规则，并应用于实际投标问题。
A new approach to sequential decision problems under uncertainty named dynamic focus programming is proposed with the focus theory of choice. In dynamic focus programming, there are two distinct evaluation systems: Positive and negative ones. Each possible path consisting of a decision sequence from the initial stage to the final stage and the associated states is examined. In the positive evaluation system, for each decision in the initial stage, if a path starting from it can bring about a relatively low total cost with a relatively high probability, then this path is selected as the positive focus path of this decision; based on the positive focus paths of all initial decisions, a decision maker chooses a most-preferred decision rule. In the negative evaluation system, for each decision in the initial stage, if a path starting from it can bring about a relatively high total cost with a relatively high probability, then this path is selected as the negative focus path of this decision; based on the negative focus paths of all initial decisions, a decision maker chooses a most acceptable decision rule. For a specific sequential decision problem, only one system is activated; as for which one works, it is strongly dependent on decision maker's personality and the framing. We apply dynamic focus programming to a real bidding decision-making problem: We obtain the optimal decision rule and gain the behavioral insights of the decision maker.