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2017 | z. 113 | 83--95
Tytuł artykułu

A Scenario-Based Shortest Path Algorithm for Optimizing the Sequence of Choices Under Uncertainty

Warianty tytułu
Scenariuszowy algorytm najkrótszej ścieżki do optymalizacji sekwencji decyzji w warunkach niepewności
Języki publikacji
EN
Abstrakty
Artykuł przedstawia procedurę opartą o zagadnienie najkrótszej ścieżki w grafie (ang. SPP - shortest path problem) i o planowanie scenariuszowe. Celem metody jest znalezienie optymalnej (ze względu na wybrane kryterium) sekwencji decyzji w warunkach niepewności, tj. wówczas, gdy przynajmniej jeden parametr problemu decyzyjnego nie jest deterministyczny. W przeciwieństwie do istniejących podejść dotyczących SPP w warunkach niepewności, przyjmujemy, iż prawdopodobieństwo wystąpienia poszczególnych scenariuszy nie jest znane. Opracowana reguła decyzyjna może z powodzeniem znaleźć zastosowanie przy realizacji projektów innowacyjnych (w przypadku zarządzania zarówno reaktywnego, jak i proaktywnego). Uwzględnia ona nastawienie decydenta do ryzyka.(abstrakt oryginalny)
EN
The paper presents a procedure based on the shortest path problem (SPP) and on scenario planning. The goal of the method is to find the optimal (with respect to a chosen criterion) sequence of choices under uncertainty, i.e. when at least one parameter of the decision problem is not deterministic. In contrast to existing approaches concerning SPP with uncertainty, we assume that the probability of the occurrence of particular events is not known. The decision rule can be successfully applied for instance to innovative or innovation projects (for both reactive and proactive management) and takes into account the decision maker's attitude towards risk.(original abstract)
Rocznik
Numer
Strony
83--95
Opis fizyczny
Twórcy
  • Poznań University of Economics and Business
Bibliografia
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Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.ekon-element-000171534453

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