| 多目标决策问题及其求解方法研究 |
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| 引用本文： | 杨桂元,郑亚豪.多目标决策问题及其求解方法研究[J].数学的实践与认识,2012,42(2):108-115. |
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| 作者姓名： | 杨桂元 郑亚豪 |
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| 作者单位： | 安徽财经大学统计与应用数学学院,安徽蚌埠23330 |
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| 摘 要： | 针对多目标决策问题的多目标最优化问题化为单目标最优化问题进行了研究.其主要方法有:理想点法、等级权重法、加权算术平均法、加权几何平均法、风险偏好系数法、乘除法、模糊规划法等.此外,还对多目标最大最小和多目标最小最大决策问题进行了处理.
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| 关 键 词： | 多目标决策 理想点 风险偏好系数 模糊规划 组合投资 收益率 风险 |
Research On Solving Method of Multi-Objective Decision-making |
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| YANG Gui-yuan
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ZHANG Ya-hao.Research On Solving Method of Multi-Objective Decision-making[J].Mathematics in Practice and Theory,2012,42(2):108-115. |
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| Authors: | YANG Gui-yuan ZHANG Ya-hao |
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| Institution: | YANG Gui-yuan,ZHANG Ya-hao (School of Statistics and Applied Mathematics,Anhui University of Finance & Economics,Bengbu 233030, China) |
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| Abstract: | This paper is devoted to the study of multi-objective optimization for multiobjective decision-making problem into single-objective optimization.The main methods are: the ideal point method,the grade weighting method,the weighted arithmetic average method, the weighted geometric average method,the risk preference coefficient method,the multiplication and division method and the fuzzy programming method.Moreover,we make the multi-objective problem of Min-Max and Max-Min decision-making to be simplified. |
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| Keywords: | multi-objective decision-making ideal point risk preference coefficient fuzzy programming portfolio investment rate of return risk |
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