基于前景理论的直觉语言随机多准则决策方法

Intuitionistic Linguistic Stochastic Multi-criteria Decision-making Method based on Prospect Theory

文章基于前景理论中针对准则值为直觉语言数,准则权重完全未知的随机多准则决策问题进行了研究,考虑决策者风险偏好的多样性,通过定义直觉语言前景价值和相对前景贴近度概念,提出一种直觉语言风险决策分析方法。该方法首先确定直觉语言正、负理想方案;其次,分别以正、负理想方案为参考点,计算各准则下各方案的直觉语言前景值,构建前景决策矩阵;以前景离差最大化为目标建立最优化模型,计算准则权重;进而依据相对前景贴近度对各方案排序。实例研究结果表明,文章提出的方法充分考虑决策者在面临不同风险时的心理状态,并依据决策者主观参考标准衡量决策结果,使决策更加符合实际,以期为风险决策者科学高效地选择最佳方案提供重要的参考依据。

Based on Prospect theory, this paper studies the stochastic multi-criteria decision-making problem where the evaluation values take the forms of intuitionistic linguistic numbers and the information of criteria weights is completely unknown. To consider the different risk attitudes of decision maker, the intuitionistic linguistic prospect value and relative prospect closeness degree is defined and an intuitionistic linguistic risky decision-making approach is developed. First, we determine the positive and negative intuitionistic linguistic alternative. Second, the intuitionistic linguistic prospect decision-making matrix is constructed by calculating the intuitionistic linguistic prospect value of each alternative, which is based on the positive and negative alternatives as the reference point. Third, to calculate the criteria weights, we establish a new optimization weighting model via the goal of maximizing the prospect values and correspon-dingly ,we can order the alternatives by comparing the relative prospect closeness degree. The illustrated example shows that the developed approach characterizes the different risk attitudes of decision maker and evaluates the alternatives according to the subjective reference point of decision maker, which brings out higher practical result. In addition, it provides an important reference for the decision makers to get a more scientifically and efficiently decision result under the risk environment.