考虑多人给出参照点的风险型多属性决策方法

针对多人给出参照点的风险型多属性决策问题,提出了一种基于累积前景理论的决策分析方法.在该方法中,首先依据累积前景理论,计算每个参与决策人针对不同自然状态下每个方案的属性值的前景价值及决策权重函数值,进而得到每个参与决策人针对各方案的综合累积前景值;然后,计算每个参与决策人的决策信息与总体决策信息的期望一致性程度,并得到每个参与决策人的权重;在此基础上,计算各方案的总体累积前景值,并依据总体累积前景值的大小对各备选方案进行排序.最后,通过一个数值算例来说明该方法的可行性.

A Method for Risky Multi-attribute Decision Making with Multiple Reference Points

A method based on cumulative prospect theory was proposed to solve risky multi-attribute decision making problems with multiple reference points. First， in light of cumulative prospect theory， the prospect value and decision weight of each alternative with regard to each person were calculated in different natural states， and the comprehensive cumulative prospect value of each alternative with regard to each person was obtained accordingly. Then， the expected degree of consistency for each person′s decision information and overall decision information was calculated， and each person′s weight was obtained.On this basis， the overall cumulative prospect value of each alternative was calculated， and the alternative ranking was determined. Finally， a numerical example was given to illustrate the applicability of the proposed method.