一种基于前景理论的风险型区间多属性决策方法  

A Method for Risky Interval Multiple Attribute Decision Making Based on Prospect Theory

作　　者：张晓[1] 樊治平[1] 

机构地区：[1]东北大学工商管理学院,辽宁沈阳110819

出　　处：《运筹与管理》2012年第3期44-50,共7页Operations Research and Management Science

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);中央高校基本科研业务费专项资金资助项目(N100606003);教育部博士研究生学术新人奖资助

摘　　要：针对带有决策者期望且概率和属性值均为区间数的风险型多属性决策问题,提出一种基于前景理论的决策方法。在本文中,考虑了决策者的心理行为因素,首先以决策者对各属性的期望作为参照点,然后计算在每种自然状态下,每个方案针对各属性的属性值相对于参照点的收益和损失;进一步地,依据前景理论的思想,通过计算每个方案针对各属性的前景值建立前景决策矩阵;在此基础上,运用简单加权原则计算每个方案的综合前景值,并通过建立综合前景值两两比较的可能度矩阵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 the prospect theory to solve the risky multiple attribute decision making problems with the decision maker＇ s（DM＇ s） aspiration, where attribute values and probabilities are both in the form of interval numbers. In this paper, the DM＇s psychological behavior is considered. Firstly, aspirations are regarded as the reference points. Then, the gain and loss of each alternative with respect to each attribute concerning status are calculated. Further more, according to the concept of the prospect theory, the prospect value matrix is constructed by calculating prospect values of alternatives concerning attributes. Moreover, the overall prospect value of each alternative is calculated using the simple additive weighting method, and a ranking of alternative is obtained by constructing the possibility matrix on pairwise comparisons of overall prospect values. Finally, a numerical example is used to illustrate the feasibility and validity of the proposed method.

关 键 词：管理科学 风险型多属性决策 前景理论 期望 收益 损失 

分 类 号：C934[经济管理—管理学]