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基于前景理论的灰区间语言变量随机多属性决策模型 被引量:3

Stochastic Multiple Attribute Decision-Making Model of Grey Interval Linguistic Variable Based on Prospect Theory
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摘要 多属性决策中一类重要问题是对在条件概率下进行建模决策,文章基于前景理论构建灰区间语言变量环境下的随机多属性决策模型。通过计算各个方案与参考方案之间的距离来构造前景价值函数,将区间概率转化为点概率计算概率权重函数,进而计算得到前景函数值,并结合属性权重获得的加权前景函数值来进行决策排序。其值越小,表明对应的备选决策越好。最后以实例展示了该模型具有可行性和很好的普适性。 It is an important issue to establish multi-attribute decision-making model under conditional probability. Based on prospect theory, this paper establishes a random multi-attribute decision-making model with grey interval linguistic variables. By calculating the distance between various solutions and references, the paper constructs prospect value function and converts the interval probability to point probability to calculate probability weighting function, and then obtains the prospect values. The alternatives are ranked according to weighting prospect value obtained by attribute weight. The alternative with the smallest weighting prospect value is closer to the ideal reference alternative. Finally, an illustrative example is employed to verify the pro- posed model's effectiveness and universality.
出处 《统计与决策》 CSSCI 北大核心 2017年第23期45-48,共4页 Statistics & Decision
基金 国家自然科学基金资助项目(6123283) 中央高校基本科研业务费专项资金资助项目(3132016117 3132016306) 辽宁省自然科学基金资助项目(2014025004) 大连海事大学2016年国家级大学生创新创业基金资助项目(989)
关键词 前景理论 灰区间语言变量 多属性决策 区间概率 prospect theory grey interval linguistic variable multiple attribute decision-making interval probability
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