随机优势在工程项目决策中的应用

随机条件下工程项目投资决策常用准则有概率最大准则、期望准则、期望方差准则,这些决策准则简单,但是由于没有考虑投资者的效用函数,决策具有一定的缺陷。因而,在工程项目投资决策者中考虑投资者效用函数的随机优势准则,利用三类效用函数和三类随机占优决策准则,通过案例演示其在工程项目投资决策中的具体应用。

Application of Stochastic Dominance in the Decision of Engineering Projects

There is max probability principal, expected value principal and expected value and variance principal for engineering projects decision under random condition, but these easy principal have its drawbacks for not considering the decision maker＇ s utility function. The paper introduce stochastic dominance which consider the decision maker＇s utility function while decision in engineering project decision. Introduce three types of utility functions and stochastic dominance decision principal, and explain how to use these principal in engineering decision through case studies.