基于前景理论的信息不完全的风险型多准则决策权重的研究

Research on Weights of Risky Multi-criteria Decision Making Based on Prospect Theory with Incomplete Information

针对准则权重不确定且方案准则为梯形模糊数的风险型多准则决策问题,提出了一种基于前景理论的研究方法.方法引入决策者的风险态度,以正、负理想点方案作为参考点计算各准则的前景价值,基于G1法、G2法和离差最大化法分别求解权重,最后根据各方案的综合前景值进行排序并进行比较.同时,考虑不同的风险态度值,比较基于三种方法下方案的排序结果.结果表明:只要风险态度值满足某个范围,虽然三种方法求得的权重各不相同,但最终方案的选择是一致的.

For the risky multi-criteria decision making problems,in which the criteria weights are uncertain and the criteria values of the alternatives are trapezoidal fuzzy numbers,this paper proposes a research method based on prospect theory.In this paper,regarding positive and negative ideal points as the reference points,we consider risky attitude of the decision makers,calculate prospect values of the each alternative,then calculate weight values based on the G1,G2,and maximize deviations methods respectively.Finally,ranking and comparing each alternative according to the overall prospect values.At the same time,considering different values of risk attitude,we compare the ranking results of three methods.The results show that as long as the risk attitude value satisfies a certain range,although the weights obtained by the three methods are different,the choice of the final scheme is consistent.