基于前景理论和统计推断的区间数多准则决策方法

针对准则权重不完全确定且准则值为区间数的多准则群决策问题，提出一种基于前景理论的多准则决策方法。基于统计推断原理，以各准则下的方案值为样本推断其发生的概率，进而确定期望值参考点。基于区间数可能度确定价值函数，以方案区分度最大为目标构建非线性优化模型并确定方案排序。最后，通过实例分析表明了所提出方法的有效性和可行性。

Interval multi-criteria decision-making approach based on prospect theory and statistic deduction

Aiming at the interval multi-criteria decision-making problems with uncertain criteria weights, a multi-criteria decision-making approach is proposed. Firstly, the probability of each alternative under each criterion is given through statistical inference principle, in which the whole alternative values are used as samples. Then, the value function may be offered based on the possibility degree of interval number, a non-linear programming mode with maximum degree of differentiation among all the alternatives is constructed to rank the alternatives. Finally, a numerical example illustrates the feasibility and effectiveness of the proposed method.