基于犹豫模糊语言信息的前景决策方法

doi:10.16381/j.cnki.issn1003-207x.2018.08.018

摘要/Abstract

摘要： 本文首先回顾了模糊信息下前景理论研究的现状，发现犹豫模糊语言这一决策中常见的信息表达形式在前景理论框架中的研究被忽略，同时犹豫模糊环境下的前景决策方法具有一定的应用背景；基于此，本文考虑到决策者在实际决策过程中惯用的信息表达以及面对收益和损失时不同的风险态度，试图在犹豫模糊语言环境下构造新的前景理论决策框架，建立基于犹豫模糊语言信息的前景决策方法，并给出具体的决策步骤；最后通过算例分析展示了该方法的实际应用过程，并与犹豫模糊语言环境下的期望效用决策结果进行对比，说明了该方法更符合实际决策情景。

关键词: 前景理论, 犹豫模糊语言信息, 多属性决策, 不确定性

Abstract: The hesitant fuzzy linguistic information is a very general way to express the evaluation information of the decision makers. Also, the prospect theory is a popular framework to portray the different risk attitudes of the decision makers for gains and losses in real decision-making. Considering both the uncertain decision-making situations and the expressions of evaluation information, a prospect decision-making method is developed based on hesitant fuzzy linguistic information. Furthermore, the detailed steps and the visual procedure of the proposed method are given. Finally, the feasibility and the effectiveness of this method are verified by the comparative analysis in case study. The data of the case is derived from the questionnaire of the experts. The comparative result shows that decision-making with prospect framework is superior to the utility framework because of the risk attitude in former one. The construction of the prospect decision-making method with hesitant fuzzy information will promote more researches to focus on the behavior decision-making with fuzzy information.

Key words: prospect theory, hesitant fuzzy linguistic information, multi-criteria decision-making, uncertainty

中图分类号:

C934

徐海军, 田晓丽, 徐泽水. 基于犹豫模糊语言信息的前景决策方法[J]. 中国管理科学, 2018, 26(8): 179-185.

XU Hai-jun, TIAN Xiao-li, XU Ze-shui. Prospect Decision-making Method Based on Hesitant Fuzzy Linguistic Information[J]. Chinese Journal of Management Science, 2018, 26(8): 179-185.

参考文献

[1] Atanassov K T. Intuitionistic fuzzy sets[J]. Fuzzy Sets & Systems, 1986, 20(1):87-96.

[2] Yager R R. Pythagorean fuzzy subsets[C]//Proceedings of the 2013 Joint IFSA World Congress and NAFIPS Meeting. Edomonton, AB, Canada, June 24-28, 2013.

[3] Torra V. Hesitant fuzzy sets[J]. International Journal of Intelligent Systems, 2010, 25(6):529-539.

[4] Rodriguez R.M, Martinez L, Herrera F. Hesitant fuzzy linguistic term sets for decision making[J]. IEEE Transactions on Fuzzy Systems, 2012, 20(1):109-119.

[5] Pang Qi, Wang Hai, Xu Zeshui. Probabilistic linguistic term sets in multi-attribute group decision making[J]. Information Sciences, 2016, 369:128-143.

[6] 苏羿宇. 基于前景理论的企业投资决策分析方法及应用[D]. 北京:华北电力大学, 2015.

[7] 刘海英, 罗新星, 毕文杰, 等. 基于前景理论的决策分析方法及其在工程项目评价中的应用[J]. 科技进步与对策, 2014,(11):67-70.

[8] 江文奇. 基于前景理论和统计推断的区间数多准则决策方法[J]. 控制与决策, 2015, (2):375-379.

[9] 李鹏, 刘思峰, 朱建军. 基于前景理论的随机直觉模糊决策方法[J]. 控制与决策, 2012, 27(11):1601-1606.

[10] 高建伟, 刘慧晖, 谷云东. 基于前景理论的区间直觉模糊多准则决策方法[J]. 系统工程理论与实践, 2014, 34(12):3175-3181.

[11] 王坚强, 孙腾, 陈晓红.基于前景理论的信息不完全的模糊多准则决策方法[J]. 控制与决策, 2009, 24(8):1198-1202.

[12] 王应明, 阙翠平, 蓝以信. 基于前景理论的犹豫模糊TOPSIS多属性决策方法[J]. 控制与决策, 2017, 24(8):1198-1202.

[13] 李存斌, 张建业, 祁之强. 基于前景理论的语言评价信息风险型多准则决策方法[J]. 统计与决策, 2015,(3):39-42.

[14] 刘培德. 一种基于前景理论的不确定语言变量风险型多属性决策方法[J]. 控制与决策, 2011, 26(6):893-897.

[15] 高建伟, 刘慧晖. 基于累积前景理论的直觉语言风险型多属性决策方法[J]. 数学的实践与认识, 2016,(23):57-65.

[16] 高建伟, 刘慧晖. 基于前景理论的直觉语言随机多准则决策方法[J]. 技术经济与管理研究, 2016,(10):3-6.

[17] 龚承柱, 李兰兰, 卫振锋,等. 基于前景理论和隶属度的混合型多属性决策方法[J].中国管理科学, 2014, 22(10):122-128.

[18] Rodríguez R M, Martinez L, Herrera F. Hesitant fuzzy linguistic term sets for decision making[J]. IEEE Transactions on Fuzzy Systems, 2012, 20(1):109-119.

[19] Xu Zeshui. Deviation measures of linguistic preference relations in group decision making[J]. Omega, 2005, 33(3):249-254.

[20] Liao Huchang, Xu Zeshui, Zeng Xiaojun, et al. Qualitative decision making with correlation coefficients of hesitant fuzzy linguistic term sets[J]. Knowledge-Based Systems, 2015, 76:127-138.

[21] Liao Huchang, Xu Zeshui, Zeng Xiaojun. Hesitant fuzzy linguistic VIKOR method and its application in qualitative multiple criteria decision making[J]. IEEE Transactions on Fuzzy Systems, 2015, 23(5):1343-1355.

[22] Liao Huchang, Xu Zeshui, Zeng Xiaojun. Distance and similarity measures for hesitant fuzzy linguistic term sets and their application in multi-criteria decision making[J]. Information Sciences, 2014, 271(3):125-142.

[23] Kahneman D, Tversky A. Prospect theory:Analysis of decision under risk[J]. Econometria, 1979, 47:263-291.

[24] Tversky A, Kahneman D. Advances in prospect theory:Cumulative representation of uncertainty[J]. Journal of Risk and Uncertainty, 1992, 5(4):297-323.

[25] Trepel C, Fox C.R, Poldrack R.A. Prospect theory on the brain? Toward a cognitive neuroscience of decision under risk[J]. Brain Research Cognitive Brain Research, 2005, 23(1):34-50.

[26] 何飞. 基于Kahneman前景理论的风险规避与风险寻求决策的脑机制研究[D]. 西安:第四军医大学, 2009.

[27] Liu Peide, Jin Fang, Zhang Xin, et al. Research on the multi-attribute decision-making under risk with interval probability based on prospect theory and the uncertain linguistic variables[J]. Knowledge-Based Systems, 2011, 24(4):554-561.

[28] Krohling R A, Souza T T M D. Combining prospect theory and fuzzy numbers to multi-criteria decision making[J]. Expert Systems with Applications, 2012, 39(13):11487-11493.

[29] Birnbaum M H. Three new tests of independence that differentiate models of risky decision making[J]. Management Science, 2005, 51(9):1346-1358.

[30] Abdellaoui M. Parameter-free elicitation of utility and probability weighting functions[J]. Management Science, 2000, 46(11):1497-1512.

[31] Wu G, Gonzalez R. Nonlinear decision weights in choice under uncertainty[J]. Management Science, 1999, 45(1):74-85.

[32] Blavatskyy P R. A theory of decision-making under risk as a tradeoff between expected utility, expected utility deviation and expected utility skewness[J]. Social Science Electronic Publishing, 2014.