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基于累积前景理论的直觉语言风险型多属性决策方法 被引量:6

Intuitionistic Linguistic Risky Multiple Attribute Decision Making Method based on Cumulative Prospect Theory
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摘要 针对属性值为直觉语言数,属性权重完全未知的风险型多属性决策问题,提出一种基于累积前景理论的决策分析方法.方法定义了一种新的直觉语言数距离(R-距离),并讨论它的性质;进而利用累积前景理论,分别以正、负理想方案为参考点计算各属性下各方案的累积前景值,构建累积前景决策矩阵;以综合R-距离最小化为目标,构建最优化模型计算属性权重;进一步依据各方案的综合累积前景值对方案进行排序.最后,通过实例分析说明了该方法的有效性. This paper studies the risky multiple attribute decision making problem where the attributes values of the alternatives are intuitionistic linguistic numbers and the infor- mation of attributes weights is completely unknown. We develop an intuitionistic linguistic decision making approach based on the prospect theory. First, we define a new intuitionistic linguistic distance (R-distance) and discuss its properties. Second, the intuitionistic linguis- tic cumulative prospect decision making matrix is constructed by calculating the cumulative prospect value of each alternative, which is based on the positive and negative alternatives as the reference point. Third, we establish a new optimization weighting model via the goal of minimizing the integrated R-distance and correspondingly, we can order the alternatives by comparing the integrated cumulative prospect values. Finally, an example is illustrated to examine the effective of our method.
出处 《数学的实践与认识》 北大核心 2016年第23期57-65,共9页 Mathematics in Practice and Theory
基金 国家自然科学基金(71271083 71671064) 中央高校基本科研业务费专项资金(2015XS33 2014ZZD08) 北京市社会科学基金重大项目(15ZDA19)
关键词 累积前景理论 直觉语言 距离 多属性决策 cumulative prospect theory intuitionistic linguistic number distance multipleattribute decision making
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