摘要
针对风险偏好差异性决策者共存时的决策过程进行研究,提出边求解边对决策者分类决策再进行信息融合的动态决策策略.从客观数据角度基于属性值相似关系提取有效属性并对有效属性进行赋权;根据决策者对决策活动的选择判断逐步嵌入风险偏好(风险偏好型、风险中立型、风险规避型);基于属性值之间的可能度与相似度,构建相应类型的风险偏好预期理论模型;在决策信息集结与决策对象排序过程中,根据决策者的风险偏好特征选择相适应的算法模型;针对风险偏好差异性决策者共存的情形,基于决策结果公平效用最大化的角度提出新的信息融合模型构建算法;通过实际案例进行分析并验证这一新方法的科学合理性.
To study the decision process when decision makers have different risk preferences,a dynamic strategy,which classifies decision makers while approaching the solution,is proposed. First,effective attributes based on the similarity relationship of attribute values are extracted and weights are assigned to them objectively. Second,decision makers’ type of risk preferences（ risk aversion,risk neutral,risk seeking） are converged into step by step according to the decision activities. According to the possibility and similarity of the interval numbers,the prospect theory models are established. Then,a suitable theoretical model is selected in the process of information aggregation and ranking according to decision makers’ risk preferences. Moreover,in order to maximize the fairness of the decision result,we propose a new information fusion algorithm is proposed when different types of decision makers exist at the same time. Finally,the new approach is validated via realistic examples.
出处
《管理科学学报》
CSSCI
北大核心
2016年第4期1-15,共15页
Journal of Management Sciences in China
基金
国家自然科学基金青年基金资助项目(71301075)
江苏省自然科学基金青年基金资助项目(BK20130770)
博士后国际交流计划派出项目(21040072)
江苏省博士后科研资助计划项目(1501040A)
南京理工大学"卓越计划紫金之星"资助项目
南京理工大学青年教师科研基金资助项目(JGQN1401)
关键词
差异性
风险偏好
动态策略
公平效用
决策过程
discrepancy
risk preferences
dynamic strategy
fairness
decision process
