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基于前景理论的具有指标期望的多指标决策方法
引用本文:刘云志,樊治平.基于前景理论的具有指标期望的多指标决策方法[J].控制与决策,2015,30(1):91-97.
作者姓名:刘云志  樊治平
作者单位:东北大学工商管理学院,沈阳110004.
基金项目:国家自然科学基金项目(71271051);中央高校基本科研业务费专项资金项目(N130606001);辽宁省高等学校创新团队支持计划项目(WT2013004)
摘    要:针对决策者给出单一与组合指标期望情形的多指标决策问题, 提出一种基于前景理论的决策分析方法. 首先, 依据前景理论将决策者给出的指标期望视为参照点, 分别计算各方案针对各单一与各组合指标期望的前景价值,并构建各方案的综合前景价值向量; 然后, 将原始决策问题转化为相应的广义优序模糊约束满意问题(GPFCSP), 进而计算各方案针对相应推理准则的总体满意度, 并据此对各方案进行排序; 最后, 通过算例表明了该方法的可行性.

关 键 词:多指标决策  指标期望  前景理论  广义优序模糊约束满意问题  方案排序
收稿时间:2013-11-10
修稿时间:2014/3/24 0:00:00

Multiple attribute decision making considering attribute aspirations: A method based on prospect theory
LIU Yun-zhi FAN Zhi-ping.Multiple attribute decision making considering attribute aspirations: A method based on prospect theory[J].Control and Decision,2015,30(1):91-97.
Authors:LIU Yun-zhi FAN Zhi-ping
Affiliation:School of Business Administration,Northeastern University,Shenyang 110004,China.
Abstract:A method based on the prospect theory is proposed to solve the multiple attribute decision making problem in which single and combination attribute aspirations are provided by the decision-maker. Firstly, according to the prospect theory, the attribute aspirations given by the decision-maker are regarded as the reference points. Then the prospect values of each alternative with regard to all single and combination attribute aspirations are calculated, respectively, and the comprehensive prospect value vector concerning each alternative is constructed. Based on this, the original decision problem is converted into the corresponding generalized prioritized fuzzy constraint satisfaction problem (GPFCSP). Further, the overall satisfaction degree of each alternative with regard to the corresponding reasoning standard is calculated, and the ranking of all alternatives can be determined. Finally, a numerical example is used to illustrate the feasibility of the proposed method.
Keywords:multiple attribute decision making  attribute aspirations  prospect theory  GPFCSP  ranking
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