The Evaluation of Alternative Risk Control Schemes Based on Cumulative Prospect Theory

Based on the analysis of the evaluation problems associated with the risk control scheme for major engineering projects,the evaluation method of the risk control scheme considering the irrational behavior of evaluation members in fuzzy random environment is proposed.Firstly,a maximum entropy model corresponding to any evaluation member is es-tablished by using triangular fuzzy random variables and grey correlation coefficient in order to obtain the weight of each risk factor of the member.Secondly,a nonlinear programming model is established according to the principle of minimiz-ing deviation to estimate the weight of different evaluation members on the evaluation of alternative risk control schemes.Lastly,the cumulative entropy model is used to calculate the weight of risk control schemes.Cumulative prospect theory obtains the comprehensive prospect utility value of each alternative to determine the optimal alternative.

Robust user equilibrium model based on cumulative prospect theory under distribution-free travel time

The assumption widely used in the user equilibrium model for stochastic network was that the probability distributions of the travel time were known explicitly by travelers. However, this distribution may be unavailable in reality. By relaxing the restrictive assumption, a robust user equilibrium model based on cumulative prospect theory under distribution-free travel time was presented. In the absence of the cumulative distribution function of the travel time, the exact cumulative prospect value(CPV) for each route cannot be obtained. However, the upper and lower bounds on the CPV can be calculated by probability inequalities.Travelers were assumed to choose the routes with the best worst-case CPVs. The proposed model was formulated as a variational inequality problem and solved via a heuristic solution algorithm. A numerical example was also provided to illustrate the application of the proposed model and the efficiency of the solution algorithm.

Cumulative prospect theory-based user equilibrium model with stochastic perception errors

The cumulative prospect theory(CPT) is applied to study travelers' route choice behavior in a degradable transport network. A cumulative prospect theory-based user equilibrium(CPT-UE) model considering stochastic perception error(SPE) within travelers' route choice decision process is developed. The SPE is conditionally dependent on the actual travel time distribution, which is different from the deterministic perception error used in the traditional logit-based stochastic user equilibrium. The CPT-UE model is formulated as a variational inequality problem and solved by a heuristic solution algorithm. Numerical examples are provided to illustrate the application of the proposed model and efficiency of the solution algorithm. The effects of SPE on the reference point determination, cumulative prospect value estimation, route choice decision and network performance evaluation are investigated.

基于MA-CPT模型的出行方式选择模型优化

为提高累积前景理论在出行方式选择建模应用中的准确性,考虑个体对于时间与费用货币态度的不同,优化原始累积前景理论(cumulative prospect theory,CPT)模型的时间值函数和时间权重函数.首先,针对时间压力下出行方式偏好发生转变的现象,将出行方式分为刚性出行和弹性出行,改进刚性出行情景下的时间值函数形式,并根据出行时间特性求出时间权重函数中吸引力参数的取值范围,构建MA-CPT (mental accountingcumulative prospect theory)模型;其次,根据实证数据标定时间权重函数中辨别力参数和吸引力参数的取值;最后,标定MA-CPT模型结果并检验其拟合优度,对比MA-CPT模型和CPT模型的命中率.实证分析结果表明:刚性出行和单行出行场景下,时间权重函数的吸引力参数值均大于1.00;MA-CPT模型在刚性出行和弹性出行情境下的拟合优度分别为0.17和0.18;相比于CPT模型,MA-CPT模型在弹性出行和刚性出行情景下的命中率分别提高了12.2%和19.8%.

基于CPT的异质通勤者多维出行决策模型

为了准确描述异质通勤者的风险态度及出行决策行为,假设通勤者的到达时间符合偏态分布,根据不同的可靠性要求计算偏好到达时间,综合考虑出行费用的影响,构建参照点与风险偏好系数函数,建立了基于累积前景理论(CPT)的异质通勤者多维出行决策模型.结果表明,在参照点与风险偏好系数异质的情况下,通勤者表现出不同的风险态度,从而采取不同的出行决策行为,多维出行决策模型得到的结果更符合实际.在单维出行决策时,风险偏好系数对出行决策结果的影响不显著;而在多维出行决策时,风险偏好系数对出行决策结果的影响显著.

有限理性条件下多层次轨道交通客流拥堵传播机理研究

多层次轨道交通系统通过融合不同制式轨道交通,实现了运输能力的灵活配置和互补,但也增加了客流拥堵传播的不确定性,极易出现客流拥堵的跨层级传播。在分析乘客出行有限理性选择行为的基础上,通过引入心理账户理论,建立了广义出行时间账户和拥堵程度账户,并利用改进的价值函数与决策权重函数,刻画了乘客出行路径的综合交易效用。通过考虑出行方式与出行路径双因素,建立了基于巢式Logit-心理账户-累积前景理论(Nested Logit-mental Accountingcumulative Prospect Theory, NL-MA-CPT)的乘客出行方式选择预测模型。在此基础上,通过引入改进的易感-感染-恢复(Upgraded Susceptible-infected-recovered, USIR)模型,提出了考虑乘客选择行为的多层次轨道交通客流拥堵传播模型,并刻画了有限理性条件下的传播速率和恢复速率。最后,以北京市多层次轨道交通为例,验证模型的有效性,并通过灵敏度分析,揭示相关关键因素对拥堵传播的影响机理。研究结果表明:多层次轨道交通网络客流拥堵传播具有显著的波动性和收敛性特征,而传播速率和恢复速率直接影响拥堵传播的强度及影响范围,且随着网络层数的增加,乘客出行选择决策的有限理性特征对拥堵传播的影响更加显著。本研究可为运营企业制定客流拥堵控制策略提供一定的理论参考依据。

包容性属性价值函数与近CPT前景价值模型

为克服累积前景理论(CPT)不能同时解释Allias选择行为与强选择行为的内在缺陷并解决已有相关研究在价值函数上的学术分歧,在借鉴需要层次理论的基础上通过整合CPT与范围-频率理论,给出了一个能够包容(或近似包容)学术界迄今所提出的各种价值函数的新函数即包容性属性价值函数.然后,以CPT价值函数仅是包容性属性价值函数的近似为立足点,给出了包容性属性价值模型及内含性依赖该模型的近CPT包容性属性价值函数.之后,以该函数为基础给出了关于前景价值评价的近CPT前景价值模型.数值分析表明:近CPT前景价值模型既有能力同时解释Allias选择行为与强选择行为,又能够在输入信息可比的条件下给出与CPT前景价值模型保持高度一致的选择结论,从而直接证实了近CPT前景价值模型较之于原模型的相对合理性,间接证实了包容性属性价值函数较之于CPT价值函数的相对合理性.

基于改进CPT的矿工HVB变化分析

为探究矿工习惯性违章行为(HVB)的变化路径,从演化博弈的角度,基于改进的累积前景理论(CPT),构建矿工与安全监管人员间的收益感知矩阵;在综合考虑双方利益的基础上,引入薪酬激励作为变量,构建奖酬变动对矿工HVB变化的影响模型;以王庄煤矿为例,运用Matlab仿真软件模拟验证改进措施。结果表明:以改进的CPT为基础的演化博弈能有效探究矿工HVB的变化过程;只有当4个约束不等式同时被满足时,安全程度才能达到最高;在一定条件下,薪酬激励程度越高,矿工违章行为发生概率越低。提高薪酬水平和矿工风险感知能力有利于降低矿工HBV的发生概率,提升煤矿安全管理水平。

The Park-and-Ride Behavior in a Cumulative Prospect Theory-Based Model

As an effective travel demand management means,park-and-ride(P&R)mode is an important part of urban traffic.In a traffic corridor with P&R service,suppose that the travel time on highway is uncertain,a cumulative prospect theory(CPT)-based travel decision-making model is established with two travel modes of driving all the way and(P&R).With this setting,the effect of various factors such as the transit fare rate,the parking fee and the total travel demand on the CPT-based and expected utility theory(EUT)-based equilibrium results are compared.In addition,the sensitivity analysis focus on CPT-related parameters are also performed.The numerical results in our case show that the equilibrium flow on P&R mode is always underestimated in an EUT-based model,especially for a low total travel demand.Also,it is found that reducing the transit fare rate or parking fee for P&R station and raising the parking fee for CBD has the same effect on promoting more commuters transfer to P&R mode,whatever CPT-based or EUT-based model is employed.Furthermore,commuter’s reference dependence characteristic is also observed in a CPT-based model,and it is especially noticeable when the road uncertainty is large.

A New Method of Portfolio Optimization Under Cumulative Prospect Theory

In this paper, the portfolio selection problem under Cumulative Prospect Theory （CPT） is investigated and a model of portfolio optimization is presented. This model is solved by coupling scenario generation techniques with a genetic algorithm. Moreover, an Adaptive Real-Coded Genetic Algorithm （ARCGA） is developed to find the optimal solution for the proposed model. Computational results show that the proposed method solves the portfolio selection model and that ARCGA is an effective and stable algorithm. We compare the portfolio choices of CPT investors based on various bootstrap techniques for scenario generation and empirically examine the effect of reference points on investment behavior.

A Cumulative Prospect Theory Based Counterterrorism Resource Allocation Method under Interval Values

Strategic resource allocation into decision-making model plays a valuable role for the defender in mitigating damage and improving efficiency in military environments.In this paper,we develop a defensive resource allocation model based on cumulative prospect theory (CPT),which considers terrorists' psychological factors of decision-making in reality.More specifically,we extend existing models in the presence of multiple attributes and terrorists' deviations from rationality using a multi-attribute cumulative prospect theory.In addition,interval values are used to cope with uncertainties regarding gain and loss.Comparative studies are also carried out to demonstrate the differences among minmax,Nash equilibrium (NE),and traditional probability risk analysis (PRA) strategies.Results show that the defender's optimal defensive resource allocation will change along with terrorists' behaviors and the proposed model makes more sense compared with other traditional resource allocation strategies.

Multi-Objective Optimization of Urban Bus Network Using Cumulative Prospect Theory

Multi-objective optimization of urban bus network can help improve operation efficiency of the transit system and develop strategies for reducing urban traffic congestion in China. The work used cumulative prospect theory, currently the most influential model for decision under uncertainty,to optimize urban bus network. To achieve the research objective, the work developed the theoretical framework of urban bus network optimization, including optimization principle, optimization objectives and constraints. Furthermore, optimization objectives could comprehensively reflect expectations of passengers and bus companies from the dimension of time, space and value. It is more scientific and reasonable compared with only one stakeholder or dimension alone in the previous studies. In addition,the technique for order preference by similarity to ideal solution(TOPSIS) was used to determine the positive and negative ideal alternative. The correlations between the optimization alternatives and the ideal alternatives were estimated by grey relational analysis simultaneously. The cumulative prospect theory(CPT) was used to determine the best alternative by comparing comprehensive prospect value of every alternative, accurately describing decision-making behavior compared with expected utility theory in actual life. Finally, Case of Xi'an showed that the method can better adjust the bus network,and the optimization solution is more reasonable to meet the actual needs.

An Improved Group Decision-Making Model for the Investment Options of Small-Scale Photovoltaic Systems Based on Cumulative Prospect Theory and Choquet Integral

With the development of photovoltaic(PV) industry, installing small-scale PV systems which are integrated into the buildings becomes popular. Therefore, it is important to make optimal investment decisions for investors and consumers. This paper proposes an improved group decision-making method which integrates the cumulative prospect theory and Choquet integral for the investment options of small-scale PV systems. From the perspective of sustainability, the alternatives are evaluated by four criteria, including economic benefits, solar energy condition, carbon emissions and social benefits. Since the performances of criteria are given by decision makers as linguistic variables, the proposed method measures the criteria values by intuitionistic trapezoidal fuzzy numbers. Then the alternatives are evaluated and ranked to determine the optimal option. Finally, the proposed method is implemented in a case study to illustrate its feasibility and effectiveness.

城市轨道交通运营中断条件下乘客路径选择模型

为研究城市轨道交通运营中断条件下乘客的路径选择行为,首先依据运营中断事件对乘客的不同影响对乘客进行分类,并给出对应的路径选择策略。其次基于出行时间和出行费用2个因素确定了广义时间费用的计算方法。然后分析中断时长对乘客的影响,构建了中断下的乘客参考点的取值原则。最后利用累积前景理论和Nested Logit模型构造了乘客路径选择模型。算例结果表明:模型计算的乘客路径选择概率结果与实际统计结果相对误差不超过10%,具有良好适用性;乘客路径选择行为随中断时长的改变呈现动态变化,短时间中断下乘客路径选择行为变化剧烈,长时间中断下乘客路径选择行为相对稳定;乘客对出行费用的接受度越高,越倾向选择出行时间短的路径;乘客对中断忍耐程度越低,对路径综合价值越敏感。

基于ED-GRA和CPT的图书馆供应商选择的决策方法

为了解决高校图书馆图书供应商选择问题中的决策者认知复杂问题,反应决策者的心理与行为特征,本文提出一种基于认知复杂的多属性决策方法。首先,采用欧式距离(ED)和灰色关联分析法(GRA)确定专家权重和图书供应商评价指标体系的权重;然后,提出基于累积前景理论(CPT)的多属性决策方法,计算图书供应商的综合前景值。

城市轨道交通运营中断下客流分配方法

为准确掌握城市轨道交通线路运营中断条件下的客流分布状态,提升轨道交通应急处置与决策水平,首先,综合考虑列车拥挤度和换乘行为等因素对乘客出行路径影响,构建基于乘客出行路径的阻抗函数,计算出行阻抗的均值和方差,设定选择有效路径的判定条件;其次,充分考虑乘客面对风险和不确定环境下决策行为的有限理性,基于累积前景理论,分析线路中断下乘客路径选择策略,设定基于出行时间的内生参考点,计算乘客出行路径的累积前景值;最后,建立城市轨道交通中断下网络客流分配的Logit型随机均衡模型,利用连续平均算法(MSA)进行求解,通过Matlab编程实现各路径上流量的加权分配,并以北京地铁5号线实际中断事件为例,验证模型的可行性和有效性。结果表明:在各路段断面,该模型的客流分配结果与北京地铁断面客流的实际数据的误差率均在±10%以内,能够有效识别和掌握中断下乘客路径选择行为,且能够较为准确识别拥堵路段状况。

航线机务维修人员岗位胜任力评价研究

有效评价航线机务维修人员岗位胜任力,能够拓展针对性培养计划,提升民航机务维修队伍的综合能力。基于工作分析、行为事件访谈、问卷调查等方式对航线机务维修人员岗位胜任力评价指标进行初选、修正,确定21项评价指标,进而构建航线机务维修人员岗位胜任力评价指标体系;采用熵权法确定指标权重,运用累积前景理论的直觉模糊灰色关联分析法(IF-CPT-GRA)建立航线机务维修人员岗位胜任力评价模型;用该模型对5位航线机务维修人员的岗位胜任力进行评价,评价结果与其他模型的结果进行对比,并将其应用到实例中。结果表明:该评价模型具有一定的实用性,能够对航线机务维修人员岗位胜任力进行有效评价。

疫情演变不确定情境下考虑多参考点的应急医疗用品生产决策模型

针对疫情演变不确定情境下考虑多种决策信息和企业社会责任的应急医疗用品生产决策问题,提出一种基于累积前景理论的考虑多个参考点的应急医疗用品生产决策模型。综合考虑企业经济目标和社会责任对生产决策的影响,基于决策者的风险规避、参考依赖和损失厌恶等心理特征,建立多个参考点以表征疫情演变方向不确定时决策者期望的不确定性。将含有多种评价信息的决策矩阵归一化处理,利用不同演变方向的参考点,建立益损决策矩阵。根据决策者面对收益和损失的态度,建立主观价值矩阵,依据主观概率函数得到扭曲后演变方向的概率。计算各个生产方案的累积前景值并对其进行优先排序。通过算例验证模型的有效性,进行对比分析和敏感性分析证明模型的优越性。

网络舆情影响下考虑心理参照点变化的多阶段群决策方法

针对突发公共事件演化过程受网络舆情态势影响可能导致决策结果不同的问题,提出一种网络舆情影响下考虑决策者心理参照点变化的多阶段群决策方法。首先,采用隐马尔科夫模型预测不同情景下采用不同应急方案的舆情状态转移概率;其次,提出基于事态演化趋势的决策者心理参照点更新机制,引入决策者损益敏感度刻画不同决策者风险偏好的异质性;再次,使用熵权法对各指标进行赋权,利用累积前景理论计算各方案的综合前景价值;最后,通过算例分析说明所提方法的有效性。结果表明:该方法更贴近实际决策过程,网络舆情态势可通过影响决策者心理参照点进而改变决策结果,为突发公共事件决策问题提供了新思路。

基于改进累积前景理论的电动运营车充电决策模型

为准确描述电动运营车车主的非理性充电决策行为,文中建立了基于改进累积前景理论的电动运营车充电决策模型。首先,综合考虑到达时间、剩余电量和心理安全电量等因素,构建电动运营车车主在不同峰谷电价下的充电需求模型。其次,针对运营车车主对到达时间和剩余电量的心理感知差异,建立考虑风险偏好的改进累积前景理论异质参考点模型。最后,以运营车累积前景收益为评价指标,对充电决策进行评估。对武汉市电动运营车充电行为进行仿真分析,结果表明,在心理安全电量一定的前提下,心理感知价值较高的车主会提前充电,而心理感知价值较低的车主则倾向于延后充电。文中模型将风险偏好与心理感知价值相结合,可以更准确地反映运营车车主的非理性决策行为。