基于前景理论的多阶段随机多准则决策方法  

A Method for Multi-stage Stochastic Multi-criteria Decision Making Concerning Prospect Theory

作　　者：郝晶晶[1,2] 朱建军[2] 刘思峰[2] 

机构地区：[1]浙江师范大学经济与管理学院,浙江金华321004 [2]南京航空航天大学经济与管理学院,江苏南京211106

出　　处：《中国管理科学》2015年第1期73-81,共9页Chinese Journal of Management Science

基　　金：国家自然科学基金资助项目(71171112;71301149)

摘　　要：研究一种基于动态参考点的多阶段随机多准则决策方法。考虑多阶段决策过程中决策者的风险偏好,建立了基于前景理论的多阶段随机多准则决策分析框架,提出了一种基于阶段发展特征的动态参考点设置方法;构建准则权重的目标规划模型,结合阶段参考点动态变化的特征测算各阶段备选方案的综合前景值;设计方案综合前景值的范围估算模型,以反映决策风险对评价结果的影响;案例研究验证了上述方法的可行性和实际效果。In practical decision-making problem,the risk preference of decision makers became an important factor influencing decision results,especially in the stochastic multi-criteria decision-making problems which contained many uncertainties.Prospect theory offered a new way in solving the uncertain decisionmaking problems.In this paper,a novel method for multi-stage stochastic multi-criteria decision-making concerning the prospect theory is proposed.Specifically,the concept of dynamic reference point concerning developing speed is introduced to determine the dynamic prospect values of alternatives.Additionally,a programming model is constructed to calculate the weights of criteria in each stage.Moreover,a model for evaluating the ranges of dynamic prospect values is constructed to reflect the fluctuations of alternative performances.Finally,a case is conducted to verify the results of the above approach,which can reflect the decision maker＇s risk preference and improve the discrimination of alternatives.

关 键 词：随机多准则决策 前景理论 动态参考点 多阶段 三角模糊数 

分 类 号：C943[自然科学总论—系统科学]