基于累积前景理论的多指标灰关联决策方法王正新.pdfVIP

第25 卷第2 期 控 制 与 决 策 2010 年2 月 Vol.25 No.2 Contr ol and D ecis ion Feb. 2010 : 1001-0920(2010) 02-0232-05 王正新, 党耀国, 裴玲玲, 王砚羽 ( , 210016) : 考虑决策者风险态度对多指标决策的影响, 提出一种基于累积前景 论的多指标灰关联决策方法.该方法 利用奖优罚劣的[ - 1, 1] 线性变换算子对原始决策信息进行规范化处 , 由此得到正负 想方案.根据累积前景 论 和灰色关联分析定义了前景价值函数, 以此构建方案综合前景值最大化的优化模型. 求解该模型得出最优权向量, 并 最终确定出方案的排序. 最后通过 一个投资决策实例说明了该模型的有效性和可行性. : 多指标决策; 累积前景 论; 灰色关联; 价值函数; 权重函数 : N941.5 : Mult-i index grey relational decision-making based on cumulative prospect theory WA N G Zheng-x in, DA N G Yao-g uo , PEI L ing- li ng , WA N G Yan-y u ( College of Economics and Management, Nanjing University of eronautics and stronautics, Nanjing 210016, China. Correspondent: W NG Zheng-xin, E-mail: jenkin226@ 163. com) Abstract: Considering the impact on the mult-i index decision, the mult-i index grey relational decision-making method based on cumulative prospect theory is proposed. T his method, the [- 1, 1] linear transformation operator is used to standardize the original decision-making information and get the positive and negative ideal scheme. ccording to the cumulative prospect theory and gray relational analysis, the prospect value function is defined, an optimization model is built, the optimum weight vector is solved, and the order of the program is determined. Finally, an investment decision-making model validates the feasibility and effectiveness of the model. Key words: Mult-i index decision-making; Cumulative prospect theory; Grey relational; Value function; Weight function 1 引 言 , , .[ 6, 7] [ 2] ., .[8] [ 1-3] , . , . . [9] , , .[ 10] , , . . [ 11] [2] , , , . . [4]