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2008/12/18

Influence Diagram とか Valuation Network とか

Intro 書くために graphical methods in decision analysis をざっとレビューする.

[1] Shenoy, P. P., A comparison of graphical techniques for decision analysis, European Journal Operations Reserach 78(1), 1-21, 1994.
[2] Bielza, C. and Shenoy, P. P., A comparison of Graphical Techniques for Asymmetric Decisions Problems, Management Science 45(11) 1552-1569, 1999.

あたりは Influence Diagram, Decision Tree, Valuation Network に関して割と網羅的に書いてあるし,

[3] Lander, D. M. and Pinches, G. E., Ghallenges to the Practical Implementation of Modeling and Valuing Real Options, The Quarterly Review of Economics and Finance 38, 537-567, 1998.

なんかは option-based approach と上記 graphical technique を対比させている.経営者は数学ギライだから real option approach は実務的じゃない,という主張は気に食わんが.

[4] Keefer, D. L., Kirkwood, C. W. and Corner, J. L., Perspective on Decision Analysis Applications, 1990–2001, Decision Analysis 1, 4-22, 2004.

は流し読みした感じではざっくり過ぎて参考にならないか.