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基于累积前景理论的风险投资决策模型运用案例研究——IDG资本企业为例 被引量:1
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作者 安存红 《中国注册会计师》 北大核心 2020年第7期75-78,共4页
在我国风险投资决策范畴的研究中,早期部分采用定量分析方法,又因人的不完全理性,提出模糊综合评价方法。本文在犹豫模糊基础上,依据人在做风险决策时常常会出现决策结果与传统经济理论最优决策结果相偏离这一现象,提出了基于累积前景... 在我国风险投资决策范畴的研究中,早期部分采用定量分析方法,又因人的不完全理性,提出模糊综合评价方法。本文在犹豫模糊基础上,依据人在做风险决策时常常会出现决策结果与传统经济理论最优决策结果相偏离这一现象,提出了基于累积前景理论的风险投资方法;对指标属性的评价,考虑到决策时的不确定性和模糊性,采用犹豫模糊集形式进行评价和分析处理。为风险投资决策提供更贴合实际的评价方法。 展开更多
关键词 风险投资 积累前景理论 犹豫模糊集 决策模型
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Traffic assignment problem under tradable credit scheme in a bi-modal stochastic transportation network: A cumulative prospect theory approach 被引量:3
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作者 HAN Fei ZHAO Xiang-mo CHENG Lin 《Journal of Central South University》 SCIE EI CAS CSCD 2020年第1期180-197,共18页
The traffic equilibrium assignment problem under tradable credit scheme(TCS) in a bi-modal stochastic transportation network is investigated in this paper. To describe traveler’s risk-taking behaviors under uncertain... The traffic equilibrium assignment problem under tradable credit scheme(TCS) in a bi-modal stochastic transportation network is investigated in this paper. To describe traveler’s risk-taking behaviors under uncertainty, the cumulative prospect theory(CPT) is adopted. Travelers are assumed to choose the paths with the minimum perceived generalized path costs, consisting of time prospect value(PV) and monetary cost. At equilibrium with a given TCS, the endogenous reference points and credit price remain constant, and are consistent with the equilibrium flow pattern and the corresponding travel time distributions of road sub-network. To describe such an equilibrium state, the CPT-based stochastic user equilibrium(SUE) conditions can be formulated under TCS. An equivalent variational inequality(VI) model embedding a parameterized fixed point(FP) model is then established, with its properties analyzed theoretically. A heuristic solution algorithm is developed to solve the model, which contains two-layer iterations. The outer iteration is a bisection-based contraction method to find the equilibrium credit price, and the inner iteration is essentially the method of successive averages(MSA) to determine the corresponding CPT-based SUE network flow pattern. Numerical experiments are provided to validate the model and algorithm. 展开更多
关键词 tradable credit scheme cumulative prospect theory endogenous reference points generalized path costs stochastic user equilibrium variational inequality model heuristic solution algorithm
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A stochastic user equilibrium model solving overlapping path and perfectly rational issues 被引量:1
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作者 YAN Dong-mei GUO Jian-hua 《Journal of Central South University》 SCIE EI CAS CSCD 2021年第5期1584-1600,共17页
Traffic assignment has been recognized as one of the key technologies in supporting transportation planning and operations.To better address the perfectly rational issue of the expected utility theory(EUT)and the over... Traffic assignment has been recognized as one of the key technologies in supporting transportation planning and operations.To better address the perfectly rational issue of the expected utility theory(EUT)and the overlapping path issue of the multinomial logit(MNL)model that are involved in the traffic assignment process,this paper proposes a cumulative prospect value(CPV)-based generalized nested logit(GNL)stochastic user equilibrium(SUE)model.The proposed model uses CPV to replace the utility value as the path performance within the GNL model framework.An equivalent mathematical model is provided for the proposed CPV-based GNL SUE model,which is solved by the method of successive averages(MSA).The existence and equivalence of the solution are also proved for the equivalent model.To demonstrate the performance of the proposed CPV-based GNL SUE model,three road networks are selected in the empirical test.The results show that the proposed model can jointly deal with the perfectly rational issue and the overlapping path issue,and additionally,the proposed model is shown to be applicable for large road networks. 展开更多
关键词 stochastic user equilibrium cumulative prospect theory generalized nested logit method of successive averages
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