基于前景理论的多属性灰关联决策方法

Multi-attribute grey correlation decision based on prospect theory

针对决策信息为三参数区间灰数、属性权重部分未知的多属性决策问题,考虑决策者主观风险态度,提出一种基于前景理论的灰关联决策方法。首先利用奖优罚劣的[-1,1]线性变换算子对原始决策信息规范化处理,由此确定正负理想方案。定义基于三参数区间灰数的关联系数,将其融入到前景理论给出了前景价值函数,构建综合前景值最大化的优化模型,求解最优属性权重,并最终确定方案的排序。最后用一个实例说明决策方法的合理性和有效性。

Considering the risk attitude of decision makers, a multi- attribute decision- making method based on prospect theory is proposed for multi- attribute decision-making problems, in which the attribute value of alternatives is three-parameter interval grey number. The [-1,1-] linear transformation operator is used to standardize the original decision-making information and get the positive and negative ideal schemes. Prospect value function is given based on interval correlation coefficient of three- parameter interval grey number and prospect theory, and the maximum of comprehensive prospect value is built, the optimum weight vector is solved , and the order of the scheme is determined. Finally, an example is presented to illustrate the usefulness and effectiveness of the proposed method .