具有不确定参数多目标决策的一类鲁棒有效解  

A KIND OF ROBUSTLY EFFICIENT SOLUTIONS OF MULTIOBJECTIVE DECISION WITH UNCERTAIN PARAMETERS

作　　者：祝世京[1] 罗云峰[1] 王书宁[2] 陈珽[1] 

机构地区：[1]华中理工大学系统工程研究所 [2]清华大学自动化系

出　　处：《自动化学报》1998年第3期395-399,共5页Acta Automatica Sinica

基　　金：国家自然科学基金

摘　　要：针对具有区间型不确定参数多目标决策问题，探讨了决策人在决策的最优性与决策后果的不确定性之间的权衡，从而制定决策的方法．提出了鲁棒有效解及ε－鲁棒有效解的概念。The problem of multiobjective decision with uncertain parameters is concerned and the idea of making decision through trade off between the optimality and the uncertainness of the decision outcome is explored.The concepts of robustly efficient solutions and ε robustly efficient solutions of multiobjective decision with uncertain parameters are presented.The optimal conditions are studied.As an illustrative example,the linear programming with uncertain parameters is discussed.

关 键 词：多目标决策 鲁棒有效解 ε-鲁棒有效解 

分 类 号：O225[理学—运筹学与控制论]