资源描述：
《The Respective Roles of Risk and Decision》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。
1、DecisionAnalysisinforms®Vol.3,No.4,December2006,pp.220–232doi10.1287/deca.1060.0077issn1545-8490eissn1545-85040603040220©2006INFORMSTheRespectiveRolesofRiskandDecisionAnalysesinDecisionSupportM.ElisabethPaté-CornellDepartmentofManagementScience&Engineering,TermanEngineeringBuilding,Room340,S
2、tanfordUniversity,Stanford,California94305,mep@leland.stanford.eduRobinL.DillonMcDonoughSchoolofBusiness,418OldNorth,GeorgetownUniversity,Washington,D.C.20057,rld9@georgetown.eduDecisionsupportmodelshelpstructureandinformcomplexchoicesunderuncertainty.Twoclassicmodelsareriskanalysisanddecisionan
3、alysis.Riskanalysisisunderstoodhereasriskcharacterization,andinsomecases,theidentificationandbenefitassessmentofsomeriskmanagementoptions.Itisbasedonsystemsanalysisandprobability,anditexcludestheactualdecisionphase,whichrequiresthepreferences,e.g.,theutilityfunction,ofthedecisionmaker(s).Riskanaly
4、sisanddecisionanalysishavesomesimilaritiesandareoftencomplementary.Tomodeluncertainties,bothrelyonprobability,generallyasubjectiveBayesiandegreeofbelief.Adecisionanalysiscanincludeariskanalysiscomponent,andthedesignofariskmanagementplanmayrequiredecisionanalysissupport.Thechallengeforriskanalyst
5、sistocharacterizepotentialfailureproblemsbeforedecisionoptionshavebeenidentified,andwhenthereisnosingledecisionmaker,orgroupofdecisionmakers,whocanprovidepreferencefunctionsanddegreesofbelief.Yet,acorrectandcompletemodelofuncertaintiesintheprobabilisticriskanalysisphaseisimportantiftheresultsaret
6、obeusedlaterfordecisionsupport,especiallywhenthenumberofsystemsinvolvedandthedurationoftheiroperationsisunknown.Inthispaper,weexploresomeofthechallengesinherenttoprobabilisticriskanalysisthatshouldbeofinteresttothedecisionanalystswhointendtouseriskanalysisresults.Keywords:riskanalysis;decisionan
7、alysis;uncertainty;probability;preferences;utilityHistory:ReceivedonJanuary27,2006.AcceptedbyRobertClemenandDonKleinmuntzonSeptember17,2006after2revisions.1.Introductionofriskanalysis(DeislerandSchwing2000).Someexpertsdescri
