基于前景理论的多阶段随机多准则决策方法

doi:10.16381/j.cnki.issn1003-207x.2015.01.010

中国管理科学 ›› 2015, Vol. 23 ›› Issue (1): 73-81.doi: 10.16381/j.cnki.issn1003-207x.2015.01.010

基于前景理论的多阶段随机多准则决策方法

郝晶晶^1,2, 朱建军², 刘思峰²

1. 浙江师范大学经济与管理学院, 浙江金华 321004;
2. 南京航空航天大学经济与管理学院, 江苏南京 211106

收稿日期:2013-03-06 修回日期:2013-07-18 出版日期:2015-01-20 发布日期:2015-01-21
作者简介:郝晶晶(1983-),女(汉族),河南焦作人,浙江师范大学经济与管理学院,博士研究生, 研究方向:不确定性决策理论与方法.
基金资助:
国家自然科学基金资助项目(71171112,71301149)

A Method for Multi-stage Stochastic Multi-criteria Decision Making Concerning Prospect Theory

HAO Jing-jing^1,2, ZHU Jian-jun², LIU Si-feng²

1. College of Economics and Management, zhejiang Normal University, Jinhua 321004, China;
2. College of Economics and Management, Nanjing University of Aeronautics and Astronautics, Nanjing 211106, China

Received:2013-03-06 Revised:2013-07-18 Online:2015-01-20 Published:2015-01-21

摘要/Abstract

摘要： 研究一种基于动态参考点的多阶段随机多准则决策方法。考虑多阶段决策过程中决策者的风险偏好,建立了基于前景理论的多阶段随机多准则决策分析框架,提出了一种基于阶段发展特征的动态参考点设置方法;构建准则权重的目标规划模型,结合阶段参考点动态变化的特征测算各阶段备选方案的综合前景值;设计方案综合前景值的范围估算模型,以反映决策风险对评价结果的影响;案例研究验证了上述方法的可行性和实际效果。

关键词: 随机多准则决策, 前景理论, 动态参考点, 多阶段, 三角模糊数

Abstract: In practical decision-making problem, the risk preference of decision makers became an important factor influencing decision results, especially in the stochastic multi-criteria decision-making problems which contained many uncertainties. Prospect theory offered a new way in solving the uncertain decision-making problems. In this paper, a novel method for multi-stage stochastic multi-criteria decision-making concerning the prospect theory is proposed. Specifically, the concept of dynamic reference point concerning developing speed is introduced to determine the dynamic prospect values of alternatives. Additionally, a programming model is constructed to calculate the weights of criteria in each stage. Moreover, a model for evaluating the ranges of dynamic prospect values is constructed to reflect the fluctuations of alternative performances. Finally, a case is conducted to verify the results of the above approach, which can reflect the decision maker's risk preference and improve the discrimination of alternatives.

Key words: stochastic multi-criteria decision-making, prospect theory, dynamic reference point, multi-stage, triangular fuzzy number

中图分类号:

C943

郝晶晶, 朱建军, 刘思峰. 基于前景理论的多阶段随机多准则决策方法[J]. 中国管理科学, 2015, 23(1): 73-81.

HAO Jing-jing, ZHU Jian-jun, LIU Si-feng. A Method for Multi-stage Stochastic Multi-criteria Decision Making Concerning Prospect Theory[J]. Chinese Journal of Management Science, 2015, 23(1): 73-81.

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基于前景理论的多阶段随机多准则决策方法

A Method for Multi-stage Stochastic Multi-criteria Decision Making Concerning Prospect Theory

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