一种基于前景理论的不确定语言变量风险型多属性决策方法

Method for multi-attribute decision-making under risk with the uncertain linguistic variables based on prospect theory

针对区间概率条件下属性值为不确定语言变量的风险型多属性决策问题,提出了一种基于前景理论的决策方法.首先建立了不确定语言变量的前景价值函数和区间概率权重函数,计算了方案在各属性下的前景值;然后通过属性权重得到各方案的加权前景值,利用各方案加权前景值的期望值对方案进行排序;最后通过应用案例说明了该方法的决策步骤和价值函数不同参数、不同决策参考点及不同权重函数对决策的影响.结果表明了该方法的可行性.

For risk multi-attribute decision making problems with interval probability and uncertain linguistic variables, a decision making method based on prospect theory is proposed. Firstly, the prospect value function of the uncertain linguistic variables and the weight function of interval probability are constructed, and the prospect value of attribute for every alternative is calculated. Then the weighted prospect value of alternative is acquired by using weighted average method according to attribute weights, and all the alternatives are sorted according to the expected values of the weighted prospect values. Finally, an illustrate example is given to show the decision-making steps, the influence on decision making for different parameters of value function, different decision-making reference point and different weight function, and the feasibility of the method.