基于集对分析的区间概率随机多准则决策方法

定义了区间概率空间以及区间概率随机变量．针对准则权重确知且准则值为区间概率随机变量的多准则决策问题，提出一种基于集对分析的决策方法．该方法首先根据离差最大化，确定各随机变量的概率，将区间型概率问题转化为经典的确定型概率问题；然后利用集对分析建立规划模型，将区间状态值用联系数表示，并根据集对势序准则对方案进行排序；最后通过实例说明该方法的有效性和可行性．

Interval probability stochastic multi-criteria decision-making approach based on set pair analysis

Interval probability space and random variable with interval probability and interval status value, called interval probability interval random variable, are defined. For a kind of multi-criteria decision-making problem, in which the criteria weights are precisely known and the criteria values are interval probability interval random variable, an approach based on set pair analysis is proposed. In this approach, the algorithm of maximizing deviation is adopted to get the exact probability. The problem of interval probability can be transfer to the classic problem of exact probability. Then the set pair analysis is used to rank the alternatives. Finally, an example is used to show the feasibility and effectiveness of the method.