一种新型风险型多指标决策方法研究

传统的风险型多指标决策模型没有考虑决策者对风险的态度,而决策者对风险的态度会影响决策的结果,针对这一问题文章在累积前景理论与灰色关联方法的基础上,提出一种考虑决策者风险偏好的风险型多指标决策的方法.该方法首先利用极差化法对风险决策矩阵进行规范化处理,并在此基础上构造出最优与最劣方案;然后利用累积前景理论与灰色关联方法构建前景值函数,并给出利用灰色关联思想确定指标权重的方法与步骤;最终求出各个方案的综合前景值并进行排序选优.通过某电信运营商对管道资源建设方案选择的实例分析说明了方法的可行性与有效性.

Research on a New Multi-attribute Risk Decision-making Model

Traditional multi-attribute risk decision-making model has not considered the decision maker's attitude to risk,which also influences the decision results.To solve this problem, This paper,based on accumulative prospect theory and grey incidence method,proposed a multi-attribute decision making method which take decision-maker's risk preference into account.The proposed method first standardized the risk decision-making matrix,and based on that constructed the optimal program and worst program;then use the prospect theory and grey incidence method to construct the prospect value function,and put forward the index weights determining method of using grey incidence theory;finally get each aggregated prospect value for priority selection.For illustration and verification of this method's feasibility and effectiveness,this paper analyzed a case of a certain telecommunication operator's program selection on pipeline construction.