一种基于多维区间数可能度的投资决策方法

发布时间：2018-03-14 21:37

本文选题：多维区间数　切入点：多属性决策　出处：《统计与决策》2011年16期 　论文类型：期刊论文

【摘要】：区间数是描述不确定性的一种数学方法。通常的不确定多属性决策方法基于一维区间数。基于多维区间数比较的可能度概念,文章提出了一种多维区间数排序的多属性投资决策方法。首先在介绍一维区间数和相关运算的基础上,分析了多维区间数概念及其相关运算,并给出多维区间数比较的可能度概念;然后类似于一维区间数比较的可能度方法,提出基于多维区间数可能度概念的多维区间数排序新方法,进一步研究了一种基于多维区间数可能度的不确定性投资决策排序方法,确定最优投资方案;最后给出一个算例说明了提出方法的有效性。
[Abstract]:Interval number is a mathematical method to describe uncertainty. The usual uncertain multi-attribute decision making method is based on one-dimensional interval number, based on the concept of possibility degree of multi-dimensional interval number comparison. In this paper, a multi-attribute investment decision method for multi-dimensional interval number ranking is proposed. Firstly, based on the introduction of one-dimensional interval number and correlation operation, the concept of multi-dimensional interval number and its related operations are analyzed. The concept of possibility degree of multi-dimensional interval number comparison is given, and a new method of sorting multi-dimensional interval number based on the concept of possibility degree of multidimensional interval number is proposed, which is similar to the possibility degree method of one-dimensional interval number comparison. A decision ranking method for uncertain investment based on the possibility degree of multi-dimensional interval number is further studied to determine the optimal investment scheme. Finally, an example is given to illustrate the effectiveness of the proposed method.
【作者单位】：上海财经大学信息管理与工程学院;
【基金】：国家自然科学基金资助项目(70971083) 教育部博士点基金资助项目(20090078110001)
【分类号】：F224;F830.59

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