考虑决策者心理行为特征的激励型变权决策方法研究  

Method for incentive type variable weight decision making considering decision maker's psychological behavioral character

作　　者：余高锋[1,2] 李登峰[3] 刘文奇[4] 

机构地区：[1]三明学院信息工程学院,三明365004 [2]电子商务技术福建省高校工程研究中心,三明365004 [3]福州大学经济与管理学院,福州350108 [4]昆明理工大学理学院,昆明650093

出　　处：《系统工程理论与实践》2017年第5期1304-1312,共9页Systems Engineering-Theory & Practice

基　　金：国家自然科学基金重点项目(71231003);国家自然科学基金(61573173);福建省社会科学规划项目(FJ2016C029);福建省省属高校专项项目(JK2015044)~~

摘　　要：系统研究了激励型变权向量,首先定义了考虑决策者心理行为的激励型变权向量,提出了与之对应的状态变权向量,分别讨论了激励型变权向量的基本类型;其次深入研究了效用函数诱导出激励型变权特性;然后,定义了激励型变权的风险规避系数,分别研究了几类激励型变权向量与风险规避系数的关系.提出一种新的基于激励型变权向量的多属性决策方法;最后,通过实例说明了该理论是有效的和合理的.The incentive variable weight vector is researched. Firstly, a definition of the incentive type variable weight vector considering decision maker＇ risk attitude is proposed, the state weight vector of this variable weight is discussed, it is proved that incentive variable weight vector is induced by utility function; Secondly, the coefficient of risk aversion of incentive variable weight vector is defined, and the relationships between the coefficient of risk aversion and incentive variable weight vector are discussed; Then, a new method for multi-attribute decision making based on incentive variable weight vector is proposed; Finally, the example shows that the proposed method is correct and effective.

关 键 词：激励型变权向量 风险规避 行为特征 多属性决策 

分 类 号：F224.0[经济管理—国民经济]