基于前景理论及云模型风险型多准则决策方法  

Multi-criteria risky-decision-making approach based on prospect theory and cloud model

作　　者：赵坤[1,2] 高建伟[1] 祁之强 李存斌[1] 

机构地区：[1]华北电力大学经济与管理学院,北京102206 [2]国华能源投资有限公司,北京100007

出　　处：《控制与决策》2015年第3期395-402,共8页Control and Decision

基　　金：国家自然科学基金项目(71271083;71271084);教育部新世纪优秀人才计划项目(NCET-10-0375);中央高校基本科研业务费专项基金重点项目(12zx0811ZG06);中央高校基本科研业务费专项基金项目(13XS25)

摘　　要：针对具有语言评价信息、准则权系数部分已知的多准则决策问题,提出一种基于前景理论及云模型的决策方法.首先,通过给出一种改进的云模型生成方法将语言评价值转化为云模型;然后,通过定义云模型距离和可能度给出云前景价值,并以其他备选方案为动态参考点,构建云前景决策矩阵;最后,在依据离差最大化得出最优权系数的基础上,通过各方案综合前景值对其进行排序.算例验证了所提出方法的合理性和可靠性.For the risky multi-criteria decision-making problem in which the criteria value is linguistic variables, and the weighted coefficients are partially known, a decision-making approach based on the prospect theory and the cloud model is proposed. An improved method for generating cloud is proposed, and the linguistic variables are converted into the cloud model based on this method. After that, the cloud distance and the cloud comparison rule are defined. Then, the prospect value function of the cloud model can be defined, and the prospect decision matrix is constructed based on all other alternatives as the dynamic reference point. On the basis of the optimal criteria weights attained by the algorithm of maximizing deviation, the order of alternatives can be listed by comparing the integrated prospect values of each alternative.Finally, an example is illustrated to verify the rationality and reliability of the proposed method.

关 键 词：风险型决策 云模型 前景理论 离差最大化 

分 类 号：C934[经济管理—管理学]