考虑三参照点累积前景理论的风险型动态决策方法

Dynamic Risk Decision-making Method Considering Three Reference Point in Cumulative Prospect Theory

针对阶段权重信息不完全、属性值为区间数形式的不确定多属性风险型动态决策问题,提出了一种考虑三参照点累积前景理论的决策方法。提出了基于外部、内部和时间三维参照点的设置方法;根据累积前景理论分别表示三参照点的价值矩阵,考虑三参照点的作用模式,基于相似度和orness测度建立了多阶段权重求解模型,据此计算各方案综合累积前景值并进行方案排序,最后将该方法应用到选择投资公司的案例中,说明方法的适用性和科学性。

For the dynamic multi-attribute decision-making with incomplete information of stage weight and attribute's interval value,an uncertain multi-attribute risk decision-making method with cumulative prospect theory considering the three reference points is suggested.Firstly,the method of reference points setting based on external internal and timereference points is put forward.Secondly,according to cumulative prospect theory,the value matrix is obtained based on the three reference points and research how to handle the three reference points.Furthermore,a model is developed to calculate the stages' weight through similarity and orness parameters.Then,the alternative can be ranked based on the comprehensive prospect value.Finally,the method is applied to Selection of Investment Company,which reflects the applicability and validity of the method.