摘要
针对实际决策中的不确定性和偏好反转问题,提出一种区间不确定多属性决策方法.该方法通过证据推理方法集结区间不确定评估信息,采用累积前景理论代替主观期望效用理论构建方案的综合前景价值,从而应对不确定环境下可能的决策偏好反转,将区间可能度用于方案综合前景价值排序.介绍了决策过程,给出了求解方案综合前景价值的非线性规划模型,并通过实例验证了方法的可行性、合理性和有效性.
Aiming at the uncertainty and preference reversal in practical decision making problems, an approach for multiattribute decision making under interval uncertainty is proposed. The interval assessments are integrated by the evidential reasoning. Then the prospect value of each alternative is worked out by using cumulative prospect theory, substituting for the subjective expected utility theory, to handle with preference reversal in possibility under uncertainty, and the interval possibility degree is used to order all alternatives. The process of decision making is provided, and a pair of nonlinear programming models is built up to calculate the overall prospect value of each alternatives. An example is given to illustrate the feasibility, rationality and effectiveness of the proposed approach.
出处
《控制与决策》
EI
CSCD
北大核心
2016年第11期2019-2024,共6页
Control and Decision
基金
国家杰出青年基金项目(70925004)
福建省自然科学基金项目(2015J01279)
关键词
累积前景理论
证据推理
多属性决策
区间不确定
偏好反转
cumulative prospect theory
evidential reasoning
multiple attribute decision making
interval uncertainty
preference reversal
