多属性决策中的排序稳健性及最优选择
发布时间：2018-08-20 17:38
【摘要】：本文研究的对象是一类指标种类较多而备选方案相对较少的多属性决策问题。由于指标类型和数量较多,决策者对于指标的权重确定存在不确定性,这些不确定既来自现实问题的复杂性,也来自决策者选择的模糊性与随机性。目前已有的研究主要是将权重不确定信息转化为相对确定的信息(如转化为区间等),硬性地消除了不确定,从而导致对于方案最优选择或者方案排序的稳健性都无从分析。本文从方案排序的视角出发,研究在所有可能存在的权重组合下,方案的相互占优关系;定义了方案占优和占优概率用于刻画不确定权重信息下的决策风险,并且提出了方案的全排序概率和相关性质。然后,给出了占优概率和排序概率的计算方法。本文的研究思路为由于不确定权重带来的决策稳健性和风险评估提供了分析途径和方法。最后,本文将该方法应用到某远洋集团的港口选择评估当中。
[Abstract]:The object of this paper is a kind of multi-attribute decision making problem, which has more kinds of indexes and fewer alternatives. Because of the large number and types of indicators, the decision makers have uncertainty about the weights of the indicators. These uncertainties come from the complexity of the practical problems and the fuzziness and randomness of the decision makers' choices. At present, the existing research mainly transforms the uncertain information of weight into the information of relative certainty (such as the interval etc.), which rigidly eliminates the uncertainty, which leads to the difficulty of analyzing the robustness of the optimal choice of the scheme or the ranking of the scheme. In this paper, from the point of view of scheme ranking, we study the mutual dominance of schemes under all possible weight combinations, and define the probability of scheme dominance and dominant probability to describe the decision risk under uncertain weight information. The total sort probability and related properties of the scheme are also proposed. Then, the calculation methods of dominant probability and ranking probability are given. The research ideas in this paper provide an analytical approach and method for decision robustness and risk assessment due to uncertain weights. Finally, this method is applied to the port selection evaluation of an ocean-going group.
【作者单位】： 合肥工业大学管理学院;
【基金】：国家科技支撑计划(2014BAH27F00) 国家自然科学基金资助项目(71471053)
【分类号】：C934
[Abstract]:The object of this paper is a kind of multi-attribute decision making problem, which has more kinds of indexes and fewer alternatives. Because of the large number and types of indicators, the decision makers have uncertainty about the weights of the indicators. These uncertainties come from the complexity of the practical problems and the fuzziness and randomness of the decision makers' choices. At present, the existing research mainly transforms the uncertain information of weight into the information of relative certainty (such as the interval etc.), which rigidly eliminates the uncertainty, which leads to the difficulty of analyzing the robustness of the optimal choice of the scheme or the ranking of the scheme. In this paper, from the point of view of scheme ranking, we study the mutual dominance of schemes under all possible weight combinations, and define the probability of scheme dominance and dominant probability to describe the decision risk under uncertain weight information. The total sort probability and related properties of the scheme are also proposed. Then, the calculation methods of dominant probability and ranking probability are given. The research ideas in this paper provide an analytical approach and method for decision robustness and risk assessment due to uncertain weights. Finally, this method is applied to the port selection evaluation of an ocean-going group.
【作者单位】： 合肥工业大学管理学院;
【基金】：国家科技支撑计划(2014BAH27F00) 国家自然科学基金资助项目(71471053)
【分类号】：C934
【参考文献】
相关期刊论文 前1条
1 徐泽水;三角模糊数互补判断矩阵的一种排序方法[J];模糊系统与数学;2002年01期
【共引文献】
相关期刊论文 前10条
1 吴丹;程浩忠;奚s，
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