基于区间二型犹豫熵与风险偏好的多属性决策方法

Multi-attribute decision making method based on interval type-2 hesitate entropy and risk preference

针对以区间二型模糊集(IT2FSs)为信息环境的多属性决策问题,构建了考虑决策者风险偏好的决策模型,解决了区间二型模糊集内在犹豫性难以量化的问题.首先介绍了区间二型模糊集的相关知识,综合考虑两种期望平均提出了区间二型模糊集排序值公式以比较模糊数的优势关系,同时提出使用几何度量刻画模糊性与犹豫性的区间二型犹豫熵来度量区间二型模糊集的不确定性.考虑到决策者的风险态度对决策结果可能的影响,引入决策者风险偏好因子,构造了风险偏好因子与传统的熵权法相结合的新的权重求解模型并给出了决策算法.最后用一个风险投资的实例验证决策者的风险偏好对属性权重以及决策方案的排序所产生的影响.

In order to solve the multi-attribute decision-making problem with interval type-2 fuzzy set(IT2FSs)as information environment,a decision-making model considering the risk preference of decision makers was constructed.At the same time,the problem of immeasurable hesitation in interval type-two fuzzy sets was solved.Firstly,the concepts of interval type-2 fuzzy sets were introduced,a ranking value formula of interval type-2 fuzzy sets was raised to compare the dominance relation among fuzzy numbers,and a kind of interval type-2 hesitate entropy was given to measure the uncertainty of interval type-2 fuzzy sets by using geometric to describe the fuzziness and hesitation.Considering the possible influence of the decision maker’s risk attitude on the ranking results,this paper introduced the decision maker’s risk preference factor,constructed a new weight solution model combining the risk preference factor with the traditional entropy weight method,and gave a decision algorithm.Finally,a practical example was used to verify the influence of decision maker’s risk preference on the weight attributes and the ranking of alternatives.