| 基于前景理论的灰色多指标风险型决策方法 |
| |
| 引用本文： | 张娟,党耀国,李雪梅.基于前景理论的灰色多指标风险型决策方法[J].计算机工程与应用,2014(22):7-10. |
| |
| 作者姓名： | 张娟 党耀国 李雪梅 |
| |
| 作者单位： | 1. 南京航空航天大学 经济与管理学院，南京 210016; 南京航空航天大学 理学院，南京 210016
2. 南京航空航天大学 经济与管理学院,南京,210016 |
| |
| 基金项目： | 国家自然科学基金(No.71371098)；中央高校基本科研业务费专项科研项目资助(No.NR2013015)。 |
| |
| 摘 要： | 考虑决策者风险态度对多指标决策的影响,针对决策信息为区间数的多指标风险型决策问题,提出一种基于前景理论的灰色多指标风险型决策方法。首先利用"奖优罚劣"的-1?1]线性变换算子对指标为区间数的原始信息进行规范化处理,得到正负靶心。根据前景理论和灰靶理论定义区间数的价值函数和概率权重函数,并以此求解方案的综合前景值,构造决策树并根据前景值最大化思想进行剪枝确定最优方案。通过一个投资实例说明了该模型的有效性和可行性。
|
| 关 键 词： | 风险型决策 前景理论 灰靶理论 决策树 |
Grey multi-criteria risk decision-making method based on prospect the-ory |
| |
| ZHANG Juan,DANG Yaoguo,LI Xuemei.Grey multi-criteria risk decision-making method based on prospect the-ory[J].Computer Engineering and Applications,2014(22):7-10. |
| |
| Authors: | ZHANG Juan DANG Yaoguo LI Xuemei |
| |
| Affiliation: | ZHANG Juan, DANG Yaoguo, LI Xuemei (1 .College of Economics and Management, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, China 2.College of Science, Naniing University of Aeronautics and Astronautics, Nanjing 210016, China) |
| |
| Abstract: | Considering the impact on the multi-criteria decision from risk attitudes, in view of the multi-criteria decision problem with interval numbers, a method based on prospect theory is proposed. The“rewarding good and punishing bad”-1,1] linear transformation operator is used to standardize the original decision-making information and get the positive and negative bull’s eye. According to the prospect theory and grey target decision-making method, the prospect value function is defined, and the comprehensive prospect values are calculated. A decision tree is constructed to determine the optimal program with the maximum prospect value. An investment decision-making model validates the feasibility and effectiveness of the model. |
| |
| Keywords: | risk decision-making prospect theory grey target theory decision tree |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
