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中国管理科学 ›› 2003, Vol. ›› Issue (6): 9-13.

• 论文 • 上一篇    下一篇

具有不确定信息的风险型多目标决策理论及应用

于义彬1, 王本德1, 柳澎2, 李卫3   

  1. 1. 大连理工大学土木水利学院 辽宁 大连 116023;
    2. 东北财经大学公共管理学院 辽宁 大连 116025;
    3. 大连理工大学管理学院 辽宁 大连 116023
  • 收稿日期:2003-02-17 修回日期:2003-09-09 出版日期:2003-12-28 发布日期:2012-03-06

Risky Multiobjective Decision-Making Theory and Its Application

YU Yi-bin1, WANG Ben-de1, LIU Peng2, LI Wei3   

  1. 1. Scholl of Civil & Hydraulic Engineering, Dalian Univ.of Tech., Dalian 116023, China;
    2. School of Public Administration, DongBei University of Finance & Economics, Dalian 116025, China;
    3. School of Management, Dalian Univ.of Tech., Dalian 116023, China
  • Received:2003-02-17 Revised:2003-09-09 Online:2003-12-28 Published:2012-03-06

摘要: 具有不确定信息的多目标决策问题是一类常见的决策问题。给出该决策问题指标的分类方法和指标值的规格化公式,建立方案的距优距劣综合加权距离为最小的目标函数,从而得到一类求解这一问题的数学模型,并给出了一种目标权重的确定方法,很适用于实际问题,为解决不确定性系统的多目标决策问题提供了一种思路和方法。最后将其应用到水资源系统风险决策的一个实例中,表明了方法的可行性。

关键词: 多目标决策, 风险, 概率, 相对优属度, 权重

Abstract: The multiobjective decision-making problem under risk is common in reality.This paper focuses on the study about risky multiobjective decision-making problem where the objective value is not certain.Risky objectives classifying method and objectives normalizing formula are given.Based on probability theory and fuzzy theory,the alternative relative optimal membership degree is obtained through building objective function that minimizes integrative weighted distance from best and worst alternative.Then the method how to determine objective weight is proposed.This method provides a new idea and approach for solving multiobjective decision-making problem among uncertain system,which is applicable for practical problem.Finally a case study in water resources system showed a satisfactory result.

Key words: multiobjective decision-making, risk, probability, relative optimal membership degree, weight

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