Patent ID: 7467120

Claim:
A method of generating a behavioral decision function by an information processing apparatus that enters a target and a behavior to be adopted the target, and that generates the behavioral decision function by quantifying a degree of proprietary to be adopted the target and computing a parameter to define the behavioral decision function to be outputted, comprising the steps of: data acquisition where the information processing apparatus acquires the target, behaviors, which have already been adopted with respect to the target, and a cost caused as a result of adopting the behaviors to the target as training data for generating the behavioral decision function; and function generation where the information processing apparatus generates the behavioral decision function to minimize expected shortfall of the cost to be obtained as the result of adopting the behaviors to the target, based on the training data, wherein the step of function generation comprises the steps of: first calculation where the information processing apparatus calculates the behavioral decision function by calculating the parameter to minimize an index value, which indicates an upper bound of an expected shortfall based upon a sum of costs exceeding a value-at-risk in the training data, and which is convex downward with respect to the parameter, and that stores a calculated behavioral decision function in a memory, in a case that a provided value is the value-at-risk of the cost; second calculation where the information processing apparatus reads the behavioral decision function calculated by a first calculator from the memory, and that calculates the value-at-risk of the cost caused as the result of adopting the behavior shown by the behavioral decision function, based on the training data, thus providing the result to the first calculator; and convergence judgment where the information processing apparatus judges whether or not expected shortfall based on the index value has been converged to a value within a predetermined range; and the parameter of the behavioral decision function calculated by the first calculator is outputted, on condition that the expected shortfall has been converged.