指标期望为随机变量情形的多指标决策方法

针对指标期望为随机变量情形的多指标决策问题, 提出一种决策分析方法. 该方法首先通过计算指标值相对于指标期望的损益值, 将决策矩阵转化为关于指标期望的损益矩阵; 然后运用随机占优准则, 通过判断针对每个指标两两方案之间的随机占优关系, 进而构建两两方案的随机占优关系矩阵, 并使用PROMETHEE II 方法对方案进行排序; 最后以某研究所移动硬盘采购问题为例, 对所提出方法的实用性进行说明.

Multiple attribute decision making method with attribute aspirations in the form of random variable

A decision analysis method is proposed to solve the multiple attribute decision making problem with attribute aspirations in the form of random variable. Firstly, the decision matrix is transformed into the matrix about gains and losses relative to the attribute aspirations by calculating the gain and loss value of each attribute value relative to the attribute aspiration. Then, the using the stochastic dominance rule, stochastic dominance relations on pairwise comparisons of alternatives for each attribute are judged, and the stochastic dominance relation matrixes on pairwise comparisons of alternatives are constructed. Furthermore, the PROMETHEE II method is used to obtain the ranking of alternatives. Finally, an example for the portable hard disk purchase problem in a research institute is used to illustrate the practicability of the proposed method.