管理科学领域的几个工作.PDFVIP

管理科学领域的几个工作 与启示 中国科学院数学与系统科学研究院 汪寿阳 Outline • 1 数学、经济学与管理科学 • 2 Bounded Rationality in Decision Making • 3 Portfolio Selection • 4 投入产出分析技术 • 5 牛鞭效应与“生产平滑问题” • 6 管理科学的属性与发展模式 1、数学、经济学与管理科学 数学、经济学与管理科学 • 数学与经济学是管理科学的基础和重要工具； • 重大的管理科学成就离不开合适的数学工具的 运用，但 （1）管理科学不是数学； （2）也不是数学工具用得愈多就表示管理科 学的成果愈好； （3）管理科学的研究也为数学的研究与发展 提供一些重要的问题(Annals of Mathematics) (R.T.Rockefellar, A.Ioffe, A.Auslender) 2、Bounded Rationality Nobel Prize in Economic Science, 1978 ACM Turing Award, 1975 John von Neumann Prize, 1988 Herbert A. Simon (1916-2001) National Medal of Science, 1986 John M. Gaus Award, 2000 Dwight Wardo Award, 1995 Foreign member of CAS, RAS,… In 1957, Simon proposed the notion of Bounded Rationality: that property of an agent that behaves in a manner that is nearly optimal with respect to its goals as its resources will allow. Bounded rationality better describes agent behaviors than Andersons optimal rationality approach for the following reasons: •agents are not optimal •the methods by which architectural tasks are performed significantly affect the agents behaviors •the representations of information and the strategies for solving problems must all be discovered by the agent •agents behaviors across isomorphic task domains are not constant Bounded rationality completely rationality Satisfying solution optimal solution in decision making Knowledge limitation and learning “Artificial society” Artificial intelligence Thinking machine, 1955 3 、Portfolio Selection Mean-variance methodology by Markowitz (1952) n expected