decision under certainty decision under risk decision under

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決策問題類型 • 確定性問題 (decision under certainty) • 風險性問題 (decision under risk) • 不確定性問題 (decision

決策問題類型 • 確定性問題 (decision under certainty) • 風險性問題 (decision under risk) • 不確定性問題 (decision under uncertainty)

不確定性下決策法則 • 樂觀(大中取大)法則(optimistic criterion) • 悲觀(小中取大)法則(pessimistic criterion) • 賀威茲法則(Hurwiez criterion) • 拉氏法則(La. Place criterion)

不確定性下決策法則 • 樂觀(大中取大)法則(optimistic criterion) • 悲觀(小中取大)法則(pessimistic criterion) • 賀威茲法則(Hurwiez criterion) • 拉氏法則(La. Place criterion)

遊戲理論(game theory) • • 針對2個或以上決策者競爭的決策問題 償付表須已知 每個player有2項以上的方案 攻擊者(offensive player) 防守者(defensive player) 純粹策略(pure strategy) 混合策略(mixed

遊戲理論(game theory) • • 針對2個或以上決策者競爭的決策問題 償付表須已知 每個player有2項以上的方案 攻擊者(offensive player) 防守者(defensive player) 純粹策略(pure strategy) 混合策略(mixed strategy) 優勢策略(dominant strategies)

混合策略 Strategy B dominants Strategy A can be eliminated Strategy 2 dominants Strategy 1

混合策略 Strategy B dominants Strategy A can be eliminated Strategy 2 dominants Strategy 1 can be eliminated

決策樹 (Decision Tree) • 範例

決策樹 (Decision Tree) • 範例

決策樹 (Decision Tree)

決策樹 (Decision Tree)

抽樣資訊的期望價值 (Expected Value of Sampling Information, EVSI) • 條件機率(Conditional Probability) • 聯合機率(Joint Probability) •

抽樣資訊的期望價值 (Expected Value of Sampling Information, EVSI) • 條件機率(Conditional Probability) • 聯合機率(Joint Probability) • 事前機率(Prior Probability) • 事後機率(Posterior Probability) • 調查可靠度(Reliability)

ER=15. 58*0. 435+11. 8*0. 565=13. 46 EVSI=13. 46 -12. 85 = 0. 61 15.

ER=15. 58*0. 435+11. 8*0. 565=13. 46 EVSI=13. 46 -12. 85 = 0. 61 15. 58 0. 435 13. 46 0. 565 11. 8

15. 58 Test 13. 46 0. 435 0. 565 11. 8

15. 58 Test 13. 46 0. 435 0. 565 11. 8

Test No Test 12. 85

Test No Test 12. 85

Homework of Ch 8 • T-F: 1, 2, 3, 5, 6, 7, 10 •

Homework of Ch 8 • T-F: 1, 2, 3, 5, 6, 7, 10 • Multiple Choice: 12, 13, 14, 15, 17, 18, 19, 20 • Problem: 8 -1, 8 -18, 8 -21, 8 -22, 8 -28, 8 -29

Analysis under Certainty The one investment certainty isAnalysis under Certainty The one investment certainty is
Analysis under Certainty The one investment certainty isAnalysis under Certainty The one investment certainty is
Legal Certainty THE BASICS OF LEGAL CERTAINTY ANDLegal Certainty THE BASICS OF LEGAL CERTAINTY AND
Certainty Factors 1 Definition A certainty factor cfCertainty Factors 1 Definition A certainty factor cf
From Doubt to Certainty From Doubt to CertaintyFrom Doubt to Certainty From Doubt to Certainty
Modals Probability and Certainty Modals Probability and CertaintyModals Probability and Certainty Modals Probability and Certainty
Risk and Uncertainty Risk Lack of certainty aboutRisk and Uncertainty Risk Lack of certainty about
market risk credit risk liquidity risk operational riskmarket risk credit risk liquidity risk operational risk
Risk Map KRI Risk Appetite Risk Tolerance RiskRisk Map KRI Risk Appetite Risk Tolerance Risk
market risk credit risk liquidity risk operational riskmarket risk credit risk liquidity risk operational risk
Risk Rating Extreme risk Risk Level 9 RiskRisk Rating Extreme risk Risk Level 9 Risk
Chapter 11 Capital Budgeting Techniques Certainty and RiskChapter 11 Capital Budgeting Techniques Certainty and Risk
Chapter 9 Capital Budgeting Techniques Certainty and RiskChapter 9 Capital Budgeting Techniques Certainty and Risk
Chapter 9 Capital Budgeting Techniques Certainty Risk CopyrightChapter 9 Capital Budgeting Techniques Certainty Risk Copyright
Capital Budgeting under Certainty C Ghanendra Fago MCapital Budgeting under Certainty C Ghanendra Fago M
CAPITAL BUDGETING TECHNIQUES Capital budgeting techniques under certaintyCAPITAL BUDGETING TECHNIQUES Capital budgeting techniques under certainty
SPEED OF DECISION CERTAINTY OF OUTCOME SPEED OFSPEED OF DECISION CERTAINTY OF OUTCOME SPEED OF
Decision Making Under Risk Continued Decision Trees MGSDecision Making Under Risk Continued Decision Trees MGS
Types of risk Market risk Risk of lossesTypes of risk Market risk Risk of losses
Other Risk Estimates Attributable Risk Population Attributable RiskOther Risk Estimates Attributable Risk Population Attributable Risk
Risk Assessment Risk Assessment Why is Risk AssessmentRisk Assessment Risk Assessment Why is Risk Assessment
Risk Minds USA 2013 Risk Governance and RiskRisk Minds USA 2013 Risk Governance and Risk
Operational Risk Operational Risk Definition Risk of directOperational Risk Operational Risk Definition Risk of direct
Chapter Two Risk Concepts Risk and Risk AssessmentChapter Two Risk Concepts Risk and Risk Assessment