基于前景理论的交互式群组风险决策方法

Interactive approach to group decision making under risk based on prospect theory

为了克服现有方法因立论假设过于理想而存在决策结果的科学性和满意性较差以及决策过程效率低下等缺陷,基于前景理论构建了能够吸纳多种模糊信息且能从中识别有效前景的优选模型及判别定理,并针对结果价值的交互学习提出了具有收敛性的交互式决策方法.数值模拟分析表明,所提出的方法既能反映群组成员风险偏好,保证决策结果具有科学性、满意性,又能平衡信息完善程度与其获取成本之间的矛盾关系,保证决策过程具有有效性和可行性.

In traditional approaches to group decision making under risk （GDMR）, there exists a problem that the hypothesis is too ideal to perform feasibly, probably resulting in poor scientificalness and satisfaction of decision making as well as low efficiency of decision procedure. To overcome above drawbacks, a selecting model and its distinguishing theorem are presented to absorb multiple styles of fuzzy information and derive efficient prospects based on the prospect theory. After that, an interactive approach to GDMR which is proved to be convergent is proposed by integrating with interactive learning for outcome values. Numerical simulation cases show that the proposed approach not only ensures decision results to be scientific and satisfactory by reflecting group members＇ risk preferences, but also ensures decision procedure to be efficient and feasible by balancing the relationship between information perfection levels and its acquisition costs.