基于前景理论的多阶段混合信息决策方法  

A Method for Multi-Stage Mixed Information Decision-Making Based on Prospect Theory

作　　者：张发明 张淋茜 朱姝琪 ZHANG Faming;ZHANG Linqian;ZHU Shuqi(Guilin University of Electronic Technology,Guilin,Guangxi,China)

机构地区：[1]桂林电子科技大学商学院,广西壮族自治区桂林市541004

出　　处：《管理学报》2024年第4期605-615,共11页Chinese Journal of Management

基　　金：国家自然科学基金资助项目(72161006);教育部人文社会科学研究规划基金资助项目(21XJA630009);广西壮族自治区自然科学基金资助重点项目(2023JJD110010)。

摘　　要：针对属性值为混合信息的多阶段决策问题,考虑决策者风险偏好态度,提出一种新的基于动态参考点的前景理论决策方法。通过定义直觉模糊熵,将混合信息一致化为信息效用值,并在传统单阶段参考点设置方法的基础上引入目标参考点,综合发展状态和发展趋势计算得到具有决策者风险偏好波动特点的动态参考点;进一步通过熵权法确定属性的权重范围,并构建考虑偏差度的目标优化模型,在引入前景理论的基础上测算各备选方案的动态前景值。将该决策方法应用到商业银行对小微企业贷款融资的选择案例中,对比分析说明方法的合理性和可行性。Considering the risk preference attitude of decision makers,a new prospect theory decision-making method based on dynamic reference points is proposed for the multi-stage decision-making problem with mixed information.The intuitionistic fuzzy entropy calculation formula is designed to transform the mixed information into information utility value.In addition,on the basis of the traditional single-stage reference point setting method,the dynamic reference point with the characteristics of decision makers’risk preference fluctuation is introduced and obtained by comprehensively calculating the development status and development trend.Then,the weight range of criteria is determined by the entropy weight method,an objective optimization model is constructed considering the degree of deviation in each stage,and the dynamic prospect value of each alternative is calculated based on the prospect theory.Finally,this decision-making method is applied to solve the case of commercial banks’selection of loan financing for small and micro enterprises,illustrating its feasibility and rationality.

关 键 词：混合信息 直觉模糊熵 前景理论 动态参考点 激励因子 

分 类 号：C93[经济管理—管理学]