基于前景理论和隶属度的混合型多属性决策方法

中国管理科学 ›› 2014, Vol. 22 ›› Issue (10): 122-128.

基于前景理论和隶属度的混合型多属性决策方法

龚承柱¹, 李兰兰², 卫振锋^1,3, 诸克军¹

1. 中国地质大学(武汉)经济管理学院, 湖北武汉 430074;
2. 合肥工业大学管理学院, 安徽合肥 230009;
3. 中石化华北石油局计划处, 河南郑州 450006

收稿日期:2012-08-29 修回日期:2013-05-08 出版日期:2014-10-20 发布日期:2014-10-20
作者简介:龚承柱（1987-），男（汉族），湖北十堰人，中国地质大学经济管理学院，博士研究生，研究方向：系统工程、软计算.
基金资助:
国家自然科学基金资助项目（71173202）；中央高校基本科研业务费专项资金资助项目（1410491T07）

A Method for Hybrid Multiple Attribute Decision Making Based on Prospect Theory and Membership

GONG Cheng-zhu¹, LI Lan-lan², WEI Zhen-feng^1,3, ZHU Ke-jun¹

1. School of Economics and Management, China University of Geosciences(Wuhan), Wuhan 430074, China;
2. School of Management, Hefei University of Technology, Hefei 230009, China;
3. Planning Department, North China Branch of Sinopec, Zhengzhou 450006, China

Received:2012-08-29 Revised:2013-05-08 Online:2014-10-20 Published:2014-10-20

摘要/Abstract

摘要： 针对带有决策者期望的混合型多属性决策问题，提出了一种基于前景理论和隶属度的决策分析方法。首先依据决策者对各个属性的期望，将具有清晰数、区间数和语义短语三种形式的决策矩阵转化成为前景决策矩阵。然后，根据各个方案与决策期望之间的广义加权欧氏距离，建立了可变模糊模式识别模型，并通过构造拉格朗日松弛函数，进行交叉迭代计算，得到各个方案的最优隶属度以及对应的属性权重，在此基础上，通过合成各个方案的累计前景值与隶属度，得到方案的综合前景值，并依据综合前景值的大小进行方案排序。最后通过一个原油管道路线优选实例，表明了该方法的可行性与有效性。

关键词: 多属性决策, 前景理论, 模糊模式识别, 隶属度

Abstract: An outranking approach for hybrid multiple attribute decision making based on cumulative prospect value and membership is presented. Firstly, the psychological behavioral factors of decision makers are considered, and the expectation of each criterion is chosen as the reference point. Then, the hybrid decision matrix with clear numbers, interval numbers and linguistic assessment terms is transformed into the decision matrix of gains or losses relative to the decision maker's expectation. Furthermore, a fuzzy pattern recognition model is built based on weighted euclidean distance between each alternative solution and decision maker's expectation. In order to obtain the optimal membership and weight vector, a Lagrange relaxation function is proposed by using cross iterative computations. By synthesizing the comprehensive prospect value and membership, a ranking of each alternative solution is determined. Finally, an oil pipeline route selection example is used to demonstrate how to apply the proposed procedure and comparative studies show its overall ranking consistency.

Key words: multiple attribute decision making, prospect theory, fuzzy pattern recognition, membership

中图分类号:

C937

龚承柱, 李兰兰, 卫振锋, 诸克军. 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.

GONG Cheng-zhu, LI Lan-lan, WEI Zhen-feng, ZHU Ke-jun. A Method for Hybrid Multiple Attribute Decision Making Based on Prospect Theory and Membership[J]. Chinese Journal of Management Science, 2014, 22(10): 122-128.

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