Fuzzy incentive problem - Burkov V.N., NovikovD.A.

Название: Fuzzy incentive problem
Автор: Burkov V.N., NovikovD.A.
Категория: Экономика. Управление
Тип: Статья
Дата: 26.09.2008 21:24:36
Скачано: 50
Описание: Incentive problems for the organisations, which operate under uncertainty, are studied in numerous papers on the theory of active systems (Burkov and Enaleev, 1994; Burkov and Novikov, 1994; Burkov and Novikov, 1996), the theory of contracts (Grossman and Hart, 1983; Hart and Holmstrom, 1987; Hart, 1983) and other branches of management science. In accordance with the classification, introduced in (Novikov, 1997a), one should distinguish interval, stochastic and fuzzy uncertainty. In gametheoretical models under the interval uncertainty players posses information only about the set of feasible values of uncertain parameters, under the stochastic uncertainty the probability distribution is available, under the fuzzy uncertainty - the membership function. Till nowadays the least case has not attracted proper attention of operation researchers (exceptions are Novikov, 1997b; Novikov 1997c)), therefore this paper is devoted to the solution of the incentive problem for the agency under fuzzy external uncertainty, i.e. - uncertainty towards the state of nature. It is worth noting that the problem formulation is similar to the analogous problem of the contracts' theory (Hart and Holmstrom, 1987).
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