基于累积前景理论和VIKOR的毕达哥拉斯犹豫模糊风险型多属性决策方法  

Pythagorean Hesitant Fuzzy Risky Multi-attribute Decision Making Method Based on Cumulative Prospect Theory and VIKOR

作　　者：常娟[1] 杜迎雪[1] 刘卫锋[1] CHANG Juan;DU Ying-xue;LIU Wei-feng(School of Mathematics, Zhengzhou University of Aeronautics, Zhengzhou 450046, China)

机构地区：[1]郑州航空工业管理学院数学学院,河南郑州450046

出　　处：《运筹与管理》2022年第3期50-56,共7页Operations Research and Management Science

基　　金：国家自然科学基金青年基金项目(11501525);河南省高等学校重点科研项目(20A110035);河南省高等学校重点科研项目计划基础研究专项(20zx003);河南省科技攻关计划(212102110206)。

摘　　要：针对属性权重未知,且属性值为毕达哥拉斯犹豫模糊数(PHFN)的风险型多属性决策问题,考虑到决策者的有限理性行为,提出基于累积前景理论(CPT)和多准则妥协优化解(VIKOR)的决策方法。首先,定义PHFN的分散率,并构建优化模型确定属性权重。其次,将CPT融入PHFN环境,定义PHFN的价值函数,并结合决策权重函数计算方案在各属性下的综合前景值。进一步,构建综合前景值矩阵,在此基础上运用VIKOR法确定方案排序。最后,通过风险投资项目选择的应用案例说明所提方法是可行、有效的。In view of the risky multi-attribute decision problem in which the attribute weights are unknown and the attribute values are in the form of Pythagorean hesitant fuzzy numbers,considering the bounded rational behavior of decision maker,the decision making method is proposed based on the cumulative prospect theory and the VIKOR method.Firstly,the dispersion rate of PHFN is defined and an optimization model is constructed to determine the attribute weights.Secondly,the cumulative prospect theory is incorporated into the PHFN environment,the value function of PHFN is defined,and the comprehensive prospect value of each alternative under each attribute is calculated by combining the decision weight function.Furthermore,the comprehensive prospect value matrix is constructed and VIKOR method is used to rank the alternatives.Finally,the feasibility and effectiveness of the proposed method are illustrated by an application example of venture capital project selection.

关 键 词：毕达哥拉斯犹豫模糊集 累积前景理论 VIKOR 风险 多属性决策 

分 类 号：C934[经济管理—管理学] O223[理学—运筹学与控制论]