对投资方案有效用偏好的决策分析法及其应用  

Decision making analysis method with avail preference on investment alternatives and its application

作　　者：屈文阁[1] 

机构地区：[1]西安工业大学人事处,西安710032

出　　处：《黑龙江科学》2014年第8期8-9,16,共3页Heilongjiang Science

基　　金：陕西省自然科学研究基金资助课题(2013JM1007)

摘　　要：研究了权重未知且对投资方案有效用偏好的多属性决策问题。首先,基于主客观偏好信息的偏差建立一个优化模型。其次,对模型进行分析并利用拉格朗日数乘法函数给出求解算法,从而获得最佳投资方案。最后,通过实例验证了模型及方法是行之有效的。The multi-attribute decision making problems that the information about attribute weights are unknown and the decision maker has avail preference information on investment alternatives are investigated. Firstly,an optimization model based on the minimum deviation between the objective decision-making information and the subjective preference information on alternatives is established. Secondly,the model is analyzed and the algorithm of the model is given by using lagrange function,thus the best investment alternative is gained. Finally,a practical example is illustrated to show the feasibility and availability of the developed method.

关 键 词：多属性决策 投资 模型 算法 

分 类 号：C934[经济管理—管理学]