基于相对优势的多属性风险决策方法

A Relative Superiority-based Method of Multi-attribute Risk Decision Making

针对一类多属性风险决策问题,提出一种基于相对优势的方案排序方法。方案之间的优劣关系是方案前景取值和风险2个因素共同作用的结果,因此引入信息熵和标准差作为前景的风险度量,并基于方案之间关于前景期望和风险度量的差异提出相对优势的概念来描述方案之间的优劣程度,根据综合相对优势矩阵可得到决策方案最终的权重向量。算例证明了所提方法的有效性。

A relative superiority-based alternatives ranking method is proposed to solve the type of multi-at- tribute risk decision making problem. The comparison between two alternatives derives from the jointly function of prospects gains/losses and risk, so the information entropy and standard deviation are intro- duced and taken as the risk measurements for the prospect, then the concept of relative superiority based on the difference of expected utility and risk measurements between the two alternatives is proposed to de- pict the relative superiority degree. And the weight vector and preference rank of all the alternatives can surface from the matrix of comprehensively relative superiority. The cases show that the proposed method is effective.