基于累积前景理论的混合型多属性决策方法  

Method for hybrid multiple attribute decision making based on cumulative prospect theory

作　　者：樊治平[1] 陈发动[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：《系统工程学报》2012年第3期295-301,共7页Journal of Systems Engineering

基　　金：国家创新研究群体科学基金资助项目(71021061);国家自然科学基金资助项目(90924016)

摘　　要：针对带有决策者期望的混合型多属性决策问题,提出一种基于累积前景理论的决策分析方法.首先考虑了决策者的心理行为因素,以决策者对各属性的期望作为参照点,然后将具有清晰数、区间数和语言短语三种信息形式的决策矩阵转化为相对于参照点的益损决策矩阵,在此基础上,考虑决策者对待收益和损失的不同风险态度,依据累积前景理论计算每个方案的综合前景值,并依据综合前景值的大小对所有方案进行排序.最后,通过一个算例说明了该方法的可行性和有效性.This paper proposes a method based on cumulative prospect theory to solve the hybrid multiple attribute decision making problems with decision maker’s aspiration.Firstly,the psychological behavioral factors of decision makers are considered,and the aspiration of the decision maker with respect to each attribute is chosen as the reference point.Then,the decision matrix with clear numbers,interval numbers and linguistic assessment terms is transformed into the decision matrix of gains or losses relative to the reference point.Furthermore, considering the decision maker’s different risk attitudes toward gains and losses,the comprehensive prospect value of each alternative is calculated based on cumulative prospect theory.Based on the obtained comprehensive prospect values,a ranking of alternatives is determined.Finally,a numerical example is used to illustrate the feasibility and validity of the proposed method.

关 键 词：多属性决策 累积前景理论 期望 参照点 

分 类 号：C937[经济管理—管理学]