基于累积前景理论的动态风险灰靶决策方法

研究信息值为区间灰数, 指标权重未知的动态风险决策问题, 提出一种基于累积前景理论和灰靶思想的决策方法. 该方法定义了区间灰数的距离测度和排序方法; 以各指标值的平均值作为参照点计算各时段的前景矩阵; 通过WAA算子将动态前景矩阵集结为静态前景矩阵; 在此基础上求解基于极大熵思想的规划模型得出各指标权重. 构造正负椭球灰靶模型, 根据各方案的正负靶心综合距对方案进行排序. 最后, 通过算例分析结果验证了该方法更加符合决策者的心理行为.

Dynamic risk grey target decision making method based on cumulative prospect theory

A problem of dynamic risk decision-making with interval grey numbers and unknown attributes’ weights is studied. A method based on the cumulative prospect theory and grey target thoughts is proposed. Firstly, the distance measure and the ranking method for interval numbers are defined, respectively. Dynamic prospect matrixes are calculated by using the average value of all attributes’ values as the preference point. Then the static prospect matrix is aggregated by dynamic prospect matrixes via WAA operator. Furthermore, every attribute’s weight is obtained from a programming model based on the maximum entropy. In addition, the new positive and negative ellipsoid grey target models are constructed, and distances between every project and positive, negative target-center are computed, which are aggregated to comprehensive ones to rank projects. Finally, numerical results show that the proposed method is more consistent with the human psychological behavior compared with other approaches.