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

Abstract

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

CLC Number:

C943

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

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