一种基于随机占优的多种信息形式的MADM方法  

An Approach to MADM with Multiple Formats of Information Based on Stochastic Dominance

作　　者：樊治平[1] 姜广田[1] 张尧[1] 张晓[1] 

机构地区：[1]东北大学工商管理学院,辽宁沈阳110004

出　　处：《运筹与管理》2010年第1期37-42,共6页Operations Research and Management Science

基　　金：国家创新研究群体科学基金资助项目(70721001);国家杰出青年科学基金资助项目(70525002);国家自然科学基金资助项目(70701008);中国博士后科学基金特别资助项目(200801394)

摘　　要：针对具有多种信息形式的多属性决策(MADM)问题,提出了一种决策分析方法。在本文中,首先描述了属性值为随机变量、清晰数和区间数三种信息形式的MADM问题;然后将这三种信息形式转化为带有累积分布函数的随机型信息的形式,并依据随机占优准则判断并确定两两方案之间比较的随机占优关系,在此基础上运用ELECTRE III级别高于关系方法得到方案的排序结果。最后,通过一个算例说明了本文给出方法的可行性和有效性。An approach is proposed to solve the multiple attribute decision-making （MADM） problems with multiple formats of information. In this paper, firstly, the description of the MADM problem with three formats of information such as stochastic variables, crisp numbers and interval numbers is given. Then, the three formats of information on attribute values are transformed into the formats of stochastic variables with cumulative distribution functions, and sto- chastic dominance relations between pairwise comparisons of alternatives are judged using the stochastic dominance rules. Furthermore, ELECTREⅢmethod is used to obtain the ranking result of alternatives. Finally, a numerical example is used to illustrate the feasibility and validity of the approach proposed in this paper.

关 键 词：多属性决策(MADM) 随机占优 ELECTRE Ⅲ 多种信息形式 

分 类 号：C934[经济管理—管理学]