摘要
针对多目标决策问题的多目标最优化问题化为单目标最优化问题进行了研究.其主要方法有:理想点法、等级权重法、加权算术平均法、加权几何平均法、风险偏好系数法、乘除法、模糊规划法等.此外,还对多目标最大最小和多目标最小最大决策问题进行了处理.
This paper is devoted to the study of multi-objective optimization for multi-objective decision-making problem into single-objective optimization. The main methods are： the ideal point method,the grade weighting method, the weighted arithmetic average method, the weighted geometric average method, the risk preference coefficient method, the multi-plication and division method and the fuzzy programming method. Moreover, we make the multi-objective problem of Min-Max and Max-Min decision-making to be simplified.
出处
《数学的实践与认识》
CSCD
北大核心
2012年第2期108-115,共8页
Mathematics in Practice and Theory
关键词
多目标决策
理想点
风险偏好系数
模糊规划
组合投资
收益率
风险
multi-objective decision-making
ideal point
risk preference coefficient
fuzzy programming
portfolio investment
rate of return
risk
