基于TFRN和CPT的风险控制方案评估研究

The Evaluation of Risk Control Alternatives Based on Triangle Fuzzy Random Numbers and Cumulative Prospect Theory

为了有效处理风险控制方案决策过程中偏好信息的模糊性和不完全理性,提出了基于三角模糊随机数和累积前景理论的评估方法。首先,基于三角模糊随机数确定风险控制备选方案的期望均值,通过灰色关联深度系数得到各项关键指标的权重系数;然后,引入偏差的最小化原理以确定参与风险控制备选方案评估成员的相对重要度;最后,运用累积前景理论确定各风险控制备选方案的综合前景感知价值,并据此得到风险控制的最优方案。通过某水电工程的实例验证了该方法的可操作性。

To deal with the fuzziness and incomplete rational of preference in the decision process of risk control alternatives in an effective way,this paper proposed an evaluation method based on triangle fuzzy random numbers(TFRN)and cumulative prospect theory(CPT).Firstly,the expect mean vector of risk control alternatives can be obtained according to the method based on TFRN,and the weight of each key attribute can be determined through employing the grey relational depth coefficient.Secondly,the principle of deviation minimization was introduced to calculate the relative importance degree of the decision-makers participated in the decision of risk control alternatives.Finally,the method based on CPT was applied to determine the comprehensive prospect perception values of risk control alternatives,and then the best alternative can be obtained.The feasibility of the presented method was illustrated by the case study of a hydroelectric project.