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一种基于前景理论的不确定语言变量风险型多属性决策方法
引用本文:刘培德.一种基于前景理论的不确定语言变量风险型多属性决策方法[J].控制与决策,2011,26(6):893-897.
作者姓名:刘培德
作者单位:山东经济学院信息管理学院,济南,250014
基金项目:教育部人文社会科学研究基金项目(10YJA630073,09YJA630088);山东省自然科学基金项目(ZR2009HL022)
摘    要:针对区间概率条件下属性值为不确定语言变量的风险型多属性决策问题,提出了一种基于前景理论的决策方法.首先建立了不确定语言变量的前景价值函数和区间概率权重函数,计算了方案在各属性下的前景值;然后通过属性权重得到各方案的加权前景值,利用各方案加权前景值的期望值对方案进行排序;最后通过应用案例说明了该方法的决策步骤和价值函数不...

关 键 词:前景理论  区间概率  不确定语言变量  风险决策  多属性决策
收稿时间:2010/2/22 0:00:00
修稿时间:2010/5/9 0:00:00

Method for multi-attribute decision-making under risk with the uncertain
linguistic variables based on prospect theory
LIU Pei-de.Method for multi-attribute decision-making under risk with the uncertain
linguistic variables based on prospect theory[J].Control and Decision,2011,26(6):893-897.
Authors:LIU Pei-de
Affiliation:LIU Pei-de (Information Management School,Shandong Economic University,Ji’nan 250014,China.
Abstract:

For risk multi-attribute decision making problems with interval probability and uncertain linguistic variables,
a decision making method based on prospect theory is proposed. Firstly, the prospect value function of the uncertain
linguistic variables and the weight function of interval probability are constructed, and the prospect value of attribute for
every alternative is calculated. Then the weighted prospect value of alternative is acquired by using weighted average
method according to attribute weights, and all the alternatives are sorted according to the expected values of the weighted
prospect values. Finally, an illustrate example is given to show the decision-making steps, the influence on decision making
for different parameters of value function, different decision-making reference point and different weight function, and the
feasibility of the method.

Keywords:prospect theory  interval probability  uncertain linguistic variables  risk decision-making  multi-attributedecision-making
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