基于前景理论的多目标灰色关联决策方法

Multi-objective Grey Relational Decision-Making Approach Based on Prospect Theory

针对决策者风险态度对多目标决策的影响,提出了一种基于前景理论的多目标灰色关联决策方法.通过奖优罚劣的线性变换算子对原始数据进行规范化处理,得到不同目标下的正负理想方案.以各方案与正负理想方案的关联系数为参照点计算各方案的前景矩阵,在此基础上构建方案综合前景值最大化的优化模型,求出不同目标下的最优权向量,进而求出综合效果测度矩阵,对每个局势进行排序.最后通过实例验证了该方法的有效性和实用性.

As for the influence of decisioner＇ s attitude towards the multi-objective decision, the multi-objective grey relational decision-making approach based on prospect theory is proposed. The linear transformation operator with rewarding good punishing bad is used to standardize the original data, and then get the positive and negative ideal schemes under different targets. The prospect matrixes are calculated by using the Correlation coefficient of each scheme and the positive and negative ideal scheme as the preference point. Furthermore an optimization model is built, the optimum weight vector is solved, then the comprehensive effect measure matrix is obtained, and then the order of the program is determined. Finally, an example validates the feasibility and effectiveness of the solution.