摘要
针对属性值为区间直觉模糊数的多属性决策问题,文章提出一种基于S型效用函数的决策方法。该决策方法定义新的记分函数,方案属性值可据此转化为实数值。基于有限理性假设,引入双曲绝对风险规避函数,得到S型效用函数的一般形式,构建效用矩阵。关于定权问题,建立综合考虑主客观因素的优化模型。最后结合效用矩阵及属性权重计算方案效用值并选择最优方案。
This paper deals with the multi-attribute decision-making in which the attribute value is interval intuitionistic fuzzy number,proposing a decision analysis method based on s-type utility function.In this decision method is defined the new scoring function,and the value of scheme attribute can be converted into real value.Based on the assumption of bounded rationality,the paper introduces the hyperbolic absolute risk aversion function,and obtains the general form of s-type utility function,with the utility matrix constructed.On the issue of weight determination,an optimization model is established which considers the subjective and objective factors comprehensively.Finally,the paper combines utility matrix and attribute weight to calculate the utility value of the scheme and select the optimal solution.
作者
高建伟
马泽洋
郭奉佳
Gao Jianwe;Ma Zeyang;Guo Fengjia(School of Economics and Management,North China Electric Power University,Beijing 102206,China;Beijing Key Laboratory of New Energy and Low-Carbon evelopment,North China Electric Power University,Beijing 102206,China)
出处
《统计与决策》
CSSCI
北大核心
2019年第23期42-46,共5页
Statistics & Decision
基金
国家自然科学基金资助项目(71671064)
中央高校基本科研业务费专项资金资助项目(2018ZD14)
关键词
效用函数
记分函数
多属性决策
区间直觉模糊数
utility function
scoring function
multi-attribute decision-making
interval-valued intuitionistic fuzzy number