基于风险-效益比和前景理论的风险性多属性决策方法

Method of risk multiple attribute decision making based on risk-gain ratio and prospect theory

针对依据期望效用理论的风险性多属性决策方法未考虑决策者实际决策时的不理性,提出基于风险-效益比和前景理论的风险性多属性决策方法。该方法借鉴经济学中商品性价比,定义了能有效反映方案间对比信息的风险-效益比参数;同时,为更充分地在决策中体现决策者的不理性,基于前景理论价值函数对风险-效益比进行修正,使用加权法得到包含方案优劣偏好信息的判断矩阵,进而得到方案排序。计算实例表明,该方法可操作性强,方案评价结果符合实际决策存在的非理性,为此类问题解决提供了一个新的途径。

Aiming at decision-maker＇s irrationality is usually disregarded in risk multiple attribute decision making based on expected utility theory, a risk multiple attribute decision making method based on risk-gain ra- tio and prospect theory is proposed. According to the performance-price ratio in economics, a parameter of the risk-gain ratio is defined and modified by the value function in prospect theory for fully embodying decision-mak- er＇s irrationality, and a judgement matrix including project preference is obtained by using a simple weighted method, then the sequence of projects is worked out. As the case shows, the method has a strong operability, and the evaluated result is accordant with the irrationality in decision-making. The method provides a new path for risk multiple attribute decision making.