基于相对熵的多属性决策组合赋权方法

Combination Weighting Approach in Multiple Attribute Decision Making Based on Relative Entropy

综合各种赋权方法给出的主观和客观属性权重信息,建立了求解多属性决策问题属性权重的优化模型,并改进了文献[11]中模型的求解方法。根据各种主客观赋权法给出的赋权结果的贴近度确定其在权重集成中的加权系数,贴近度通过计算权重向量的相对熵来得到,最后通过应用实例对此方法予以说明。

In this paper, by integrating subjective and objective attribute weight information, an optimal combination weighting model in multi-attribute decision making is proposed, and the solution given in document [ 11 ]is simplified. The integrating weight coefficients are determined by calculating the similarity scale of each weight vector, and the similarity scales are given by relative entropy of weight vectors. Finally, an example is presented to illustrate the approach.