一种基于前景随机占优准则的随机多属性决策方法

Method for stochastic multiple attribute decision making based on prospect stochastic dominance rule

针对属性值为随机变量的随机多属性决策问题,提出一种决策分析方法.该方法将决策者的行为因素引入随机多属性决策,将具有随机变量的决策矩阵转化为关于参考点的收益和损失矩阵,依据前景随机占优准则判断并确定两两方案之间比较所具有的占优关系,并构建相应的前景随机占优关系矩阵.在此基础上,运用PROMETHEEII方法得到了方案的排序结果.通过一个算例验证了所提出方法的可行性和有效性.

A decision analysis method is proposed for solving the stochastic multiple attribute decision making problems with random variables.The behavioral factors of decision makers are introduced into stochastic multiple attribute decision making,the decision matrix with random variables is transformed into the matrix of gains and losses relative to the reference points.Then prospect stochastic dominance relations on pairwise comparisons of alternatives are established by using the prospect stochastic dominance rule,and the prospect stochastic dominance relation matrix with regard to each attribute is built.Based on this,PROMETHEE II method is used to obtain the ranking of alternatives.A practical example is given to show the feasibility and effectiveness of the proposed method.