Uncertainty Decision Analysis

作     者：Renkuan Guo~1,Yanghong Cui~1,and Danni Guo~2 1 Department of Statistical Sciences,University of Cape Town,Private Bag, Rondebosch,7701,Cape Town,South Africa 2 Kirstenbosch Research Center,South African National Biodiversity Institute, Private Bag X7,Claremont 7735,Cape Town,South Africa 

会议名称：《第八届中国不确定系统年会》

会议日期：2010年

学科分类：12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070105[理学-运筹学与控制论] 0701[理学-数学] 

基　　金：supported by South African National Research Foundation Grant FA2006042800024 

关 键 词：Statistical decision state space action space loss function risk uncertain measure the essential form of uncertain distribution uncertainty decision uncertainty Bayesian analysis 

摘      要：正Statistical decision theory is a framework with a probabilistic foundation,which admits the random uncertainty about the real world and human *** this paper,we propose a theoretical framework for the observational data oriented decision analysis under general uncertainty environments. We start with the three basic elements of an uncertainty decision problem,evolve naturally to the investigation on the unique characteristic and the fundamental roles of uncertainty distribution underlying the observational data in decision process,and finally end at the establishment of an uncertainty Bayesian data modeling under the Maximum Uncertainty Principle.