基于前景理论的两阶段群体信息集结方法

Information Fusion Approach of Two-phase Group Decision-making Problem Based on Prospect Theory

前景理论可以有效解决多准则决策中实际行为与期望效用之间的差异。针对多准则群体决策问题,提出一种基于前景理论的两阶段信息集结方法。第一阶段,运用中位数法设定参考点,界定决策者权重区间,以单准则下方案综合前景值最大建立非线性规划模型;第二阶段,以所有方案综合前景值最大为目标,构建多准则决策优化模型,并进行方案排序。最后运用案例说明了方法的可行性。

The difference between actual behavior and expected utility in multi-criteria decision-making problems could be solved effectively based on prospect theory. This paper proposes a method of information fusion through two stages for multi-criteria group decision-making problems. In the first stage,we set reference points using median method,and define the interval of decision-makers' weights. The nonlinear programming model could be built with maximal comprehensive prospect value of these alternatives under single criteria. In the second stage,multiple criteria decision optimization model is offered with maximal comprehensive prospect value of all the alternatives,the alternatives rank are also given. Finally,numerical example illustrates the feasibility of the method.