摘要
考虑决策者风险态度对多指标决策的影响,针对决策信息为区间数的多指标风险型决策问题,提出一种基于前景理论的灰色多指标风险型决策方法。首先利用"奖优罚劣"的[-1?1]线性变换算子对指标为区间数的原始信息进行规范化处理,得到正负靶心。根据前景理论和灰靶理论定义区间数的价值函数和概率权重函数,并以此求解方案的综合前景值,构造决策树并根据前景值最大化思想进行剪枝确定最优方案。通过一个投资实例说明了该模型的有效性和可行性。
Considering the impact on the multi-criteria decision from risk attitudes, in view of the multi-criteria decision problem with interval numbers, a method based on prospect theory is proposed. The“rewarding good and punishing bad”[-1,1] linear transformation operator is used to standardize the original decision-making information and get the positive and negative bull’s eye. According to the prospect theory and grey target decision-making method, the prospect value function is defined, and the comprehensive prospect values are calculated. A decision tree is constructed to determine the optimal program with the maximum prospect value. An investment decision-making model validates the feasibility and effectiveness of the model.
出处
《计算机工程与应用》
CSCD
2014年第22期7-10,共4页
Computer Engineering and Applications
基金
国家自然科学基金(No.71371098)
中央高校基本科研业务费专项科研项目资助(No.NR2013015)
关键词
风险型决策
前景理论
灰靶理论
决策树
risk decision-making
prospect theory
grey target theory
decision tree
