基于前景理论的区间直觉模糊多准则决策方法  

Interval-valued intuitionistic fuzzy multi-criteria decision-making method based on prospect theory

作　　者：高建伟[1] 刘慧晖 谷云东[2] 

机构地区：[1]华北电力大学经济与管理学院,北京102206 [2]华北电力大学数理学院,北京102206

出　　处：《系统工程理论与实践》2014年第12期3175-3181,共7页Systems Engineering-Theory & Practice

基　　金：国家自然科学基金(71271083);中央高校基本科研业务费专项基金(12zx08;2014zz008)

摘　　要：针对准则值为区间直觉模糊数,准则权重分别为完全未知和部分已知的多准则决策问题,提出一种基于前景理论的决策分析方法.该方法给出一种新的记分函数(P-记分函数),据此可将区间直觉模糊数转化为实数.利用前景理论,以零点为参考点计算前景值,构建前景决策矩阵.建立以综合前景值最大化为目标,以权重取值允许范围和决策者主观偏好为约束的优化模型,计算准则权重.结合前景决策矩阵及准则权重,计算各方案的综合前景值,并以此对方案进行排序.最后通过实例验证了该方法的有效性.This paper studies the multi-criteria decision-making problem where the criteria values of the alternatives are interval-valued intuitionistic fuzzy numbers and information of the criteria weights is incomplete or unknown. We provide a decision-making approach which is based on prospect theory. We define a new score function （P-score function） and consequently, the interval-valued intuitionistic fuzzy numbers can be transformed into the corresponding real numbers via this P-score function. The prospect decision-making matrix is constructed by calculating the prospect value of each alternative, which uses the zero as the reference point. In addition, we establish the combined weight optimization model in which the goal is based on maximizing the integrated prospect value and the subject conditions include the criteria weights＇ value being interval and decision-maker＇s subjective preference. According to this optimization model, we can calculate the coefficients of the criteria weights. Combining the prospect decision-making matrix with the criteria weights, we can order these alternatives by calculating the integrated prospect values. Finally, an example is illustrated to examine the effectiveness of our method.

关 键 词：多准则决策 前景理论 区间直觉模糊数 记分函数 

分 类 号：C934[经济管理—管理学]