| 主从递阶多目标风险决策模型构建及算法研究 |
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| 引用本文： | 王海政,仝允桓.主从递阶多目标风险决策模型构建及算法研究[J].运筹与管理,2007,16(1):1-8. |
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| 作者姓名： | 王海政 仝允桓 |
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| 作者单位： | 清华大学,经济管理学院,北京,100084 |
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| 摘 要： | 针对一类表现出主从递阶、多目标、风险决策等特点决策问题,文献回顾指出目前问题是缺乏一体化集成研究。为了研究该类问题,首先构建了主从递阶多目标风险决策模型。引入模糊随机模拟、多目标满意度计算、主从递阶博弈、基于粒子群算法的演化博弈求解技术,建立了具有逻辑关系的算法体系。案例研究表明算法是可行的,可为同类问题研究提供算法。
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| 关 键 词： | 主从递阶决策 多目标决策 风险决策 演化博弈 模糊随机模拟 粒子群算法 |
| 文章编号： | 23926887 |
| 修稿时间： | 07 8 2006 12:00AM |
Algorithm Study on Models of Multiple Objective Risk Decision under Principal and Subordinate Hierarch Decision-making |
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| WANG Hai-zheng,TONG Yun-huan.Algorithm Study on Models of Multiple Objective Risk Decision under Principal and Subordinate Hierarch Decision-making[J].Operations Research and Management Science,2007,16(1):1-8. |
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| Authors: | WANG Hai-zheng TONG Yun-huan |
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| Institution: | School of Economics and Management, Tsinghua University, Beijing 100084, China |
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| Abstract: | None of the articles have ever addressed a decisionmaking problem with the characteristics of principal and subordinate hierarch decision,multi-objective decision,and risk decision to be simultaneously solved before. For the purpose of filling this vacancy,this paper constructs multiple objective risk decision models with principal and subordinate hierarch decision-making by fuzzy stochastic simulation technology,the multi-objective degree of satisfaction computation,principal and subordinate hierarch game decision method,and evolutionary game solution technology with particle swarm algorithm.The result is convincible after a case study. |
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| Keywords: | principal and subordinate hierarch decision-making multiple objective decision risk decision evolutionary game fuzzy and stochastic simulation particle swarm algorithm |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
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