基于前景理论的灰色随机多准则决策方法

Grey-stochastic multi-criteria decision-making approach based on prospect theory

针对概率和准则值均为区间灰数,准则权系数不完全确定的灰色随机多准则决策问题,提出了一种基于前景理论的决策方法.该方法定义了一种区间灰数排序方法及其前景价值函数,并以其余备选方案为参考方案计算各准则下各方案准则的前景值,构建前景决策矩阵,采用离差最大化思想建立规划模型,求解模型得出最优权系数向量,进而根据各方案综合前景值大小对方案进行排序.最后说明了该方法的可行性和有效性.

As for the grey-stochastic multi-criteria decision-making problems in which probabilities and the criteria value of alternatives are both interval grey numbers, a decision-making approach based on prospect theory is proposed. In this method, as the interval grey number comparison is defined firstly, a prospect value function of interval grey numbers can be defined and the prospect value of each alternative are calculated based oil all other alternatives as the reference point. After that a programming model which satisfies the algorithm of maximizing deviation can be enacted. After that, the criteria weights are attained and the order of alternatives can be listed by comparing the prospect value of each alternative. Finally, the feasibility and validity of this approach are illustrated by an example compared with grey random multi-criteria decision-making approach based on expected value illustrated.