综合评价的随机模拟求解算法及应用  

The Study on a Stochastic Simulation Solution Method of Comprehensive Evaluation and Application

作　　者：易平涛[1] 张丹宁[2] 郭亚军[1] 

机构地区：[1]东北大学工商管理学院,辽宁沈阳110004 [2]辽宁大学工商管理学院,辽宁沈阳110036

出　　处：《运筹与管理》2009年第5期97-106,共10页Operations Research and Management Science

基　　金：国家自然科学基金资助项目(70801013);中国博士后科学基金资助项目(20080441094);辽宁省博士启动基金资助项目(20081020)

摘　　要：在经典的综合评价理论里,评价结论的信息形式通常是绝对的.本文认为这种绝对的结论形式阻碍了理论对实际问题本质的贴近,是产生"多评价结论非一致性"问题的重要原因.针对该问题,提出了一种基于"蒙特卡罗仿真"思想的随机模拟型综合评价求解算法,并对相应的排序方法进行了研究,该方法的特点是可产生带概率(可靠性)信息的评价结论,因而较绝对的结论形式从问题的可解释性方面拥有了更多的优势.因随机模拟求解方法具有独立性,作为示例,将其应用于"自下而上"的评价模式中,构建出一种新颖的自主式评价方法.最后,用一个算例验证了方法的有效性.In classical comprehensive evaluation theories, the information form of conclusions is absolute, which is supposed to hinder the closeness to the nature of facts and the important cause of inconsistency among the evaluation conclusions in the paper. Aiming at the problem, a stochastic simulation method based on Monte Carlo simulation is addressed, together with the study of the ordering methods. The method can work out the conclusion with reliable information, thus inferior-absolute information form has more advangtages in explanations. With the independent nature, the method is used in the up-to-down evaluation mode as a case, which gives birth to a new self-determination evaluation method. Finally, a numerical example is given to illustrate the effectiveness of the proposed method.

关 键 词：模特卡罗仿真 随机模拟求解 自主式评价 多属性综合评价 排序 

分 类 号：C931[经济管理—管理学]