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灰色随机多准则决策的优劣势排序法
引用本文:王坚强,任世昶,陈晓红.灰色随机多准则决策的优劣势排序法[J].控制与决策,2009,24(5).
作者姓名:王坚强  任世昶  陈晓红
作者单位:中南大学,商学院,长沙,410083
基金项目:国家自然科学基金,国家自然科学基金重点项目,湖南省科学计划项目,湖南省哲学社会科学评审委员会项目 
摘    要:针对准则值具有灰色性和随机性两种信息不确定的多准则决策问题,提出一种灰色随机多准则决策方法.通过对灰数与白数比较的定义,将随机支配规则推广到对灰色随机变量型准则值的处理中,得出方案之间的随机支配关系;利用一般性准则对该随机支配关系进行转换,构建出优势矩阵和劣势矩阵,得出每一方案的优势流和劣势流,进而确定出方案的排序.最后通过算例说明了所提出方法的可行性和有效性.

关 键 词:灰色随机变量  随机支配  优劣势排序法

Superiority and inferiority ranking method for grey stochastic multi-criteria decision-making
WANG Jian-qiang,REN Shi-chang,CHEN Xiao-hong.Superiority and inferiority ranking method for grey stochastic multi-criteria decision-making[J].Control and Decision,2009,24(5).
Authors:WANG Jian-qiang  REN Shi-chang  CHEN Xiao-hong
Affiliation:School of Business;Central South University;Changsha 410083;China.
Abstract:For the multi-criteria decision-making problems in which the criteria value of alternatives is in the form of grey as well as stochastic,a grey stochastic multi-criteria decision-making approach is proposed by combining the stochastic dominance method and the superiority and inferiority ranking method together.In this method,as the comparison rule for grey number and white number is defined,the stochastic dominance method can be extended to handle the criteria value which is in the form of grey random varia...
Keywords:Grey random variable  Stochastic dominance  Superiority and inferiority ranking  
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