基于后悔理论的灰色随机多准则决策方法

发布时间：2018-06-17 13:16

  本文选题：灰色随机 + 多准则决策　； 参考：《控制与决策》2017年06期

【摘要】：针对准则值和状态概率均为区间灰数的灰色随机多准则决策问题,在考虑决策者的风险态度及心理行为的情境下,给出一种基于后悔理论的决策方法.首先将原始准则值转化为标准灰数,同时进行规范化处理,得到各状态下的标准灰色风险决策矩阵;然后依据后悔理论,定义灰色感知效用函数,构造决策者对方案集的灰色综合感知效用最大化的多目标优化模型,并解出最优权重向量,得到各方案的最优灰色感知效用值且排序;最后,通过实例验证所提出方法的可行性和有效性.
[Abstract]:In this paper, a decision method based on regret theory is proposed to solve the grey stochastic multi-criteria decision making problem in which the criterion value and the state probability are interval grey numbers. In the context of the decision maker's risk attitude and psychological behavior, a decision method based on regret theory is presented. Firstly, the original criterion value is transformed into the standard grey number, and the standard grey risk decision matrix is obtained by normalization, and then the grey perceptual utility function is defined according to regret theory. Construct the multi-objective optimization model of the decision maker to maximize the grey comprehensive perceptual utility of the scheme set, and solve the optimal weight vector, get the optimal grey perceptual utility value of each scheme and sort it; finally, An example is given to verify the feasibility and effectiveness of the proposed method.
【作者单位】： 南京航空航天大学经济与管理学院;上海立信会计金融学院统计与数学学院;江南大学商学院;
【基金】：国家自然科学基金项目(11101283,71503103) 国家社科基金重点项目(12AZD102) 欧盟第7研究框架玛丽居里国际人才引进计划Fellow项目(FP7-PIIF-GA-2013-629051) 江苏自然科学基金项目(BK20150157) 江苏社科基金项目(14GLC008)
【分类号】：N941.5;O225
，

本文编号：2031183