基于前景理论的多目标灰色局势决策方法

鉴于决策者风险态度对多目标决策的影响，提出一种基于前景理论的多目标灰色局势决策方法。该方法首先利用奖优罚劣的线性变换算子对原始决策信息进行规范化处理，进而确定正负理想方案。基于前景理论和多目标灰色局势决策方法确定前景价值函数，并利用方案综合前景值最大化的多目标优化模型求解最优权向量，进而求得综合效果测度矩阵，而后采用区间数的可能度对每个事件的局势进行排序，最后通过实例验证了该模型的有效性和实用性。

Multi-objective grey situation decision making method based on prospect theory

Aiming at the influence of decisioner’s attitude towards the multi objective decision, the multi-objective grey situation decision making method based on prospect theory is proposed. Firstly, the “rewarding good and punishing bad” linear transformation operator is used to standardize the original decision making information, and then the positive and negative ideal schemes are determined. According to the prospect theory and grey situation, the prospect value function is defined, and an optimization model is built. Then the optimum weight vector is solved, therefore the comprehensive effect measure matrix is obtained, so that the possibility of interval number is used to sort the situations for each. Finally, an investment decision making example validates the feasibility and effectiveness of the model.