共查询到20条相似文献,搜索用时 78 毫秒
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针对决策过程中,方案属性信息的不确定性且信息是分多个阶段给出的,给出了一个不确定多阶段信息集结算子,不确定动态几何加权平均(UDWGA)算子.该算子可以将决策者在多个阶段给出的区间型信息进行集结.给出了基于此算子的不确定多属性决策方法,最后的实例说明方法的有效性和合理性. 相似文献
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针对属性值以区间数形式给出的多属性决策问题,提出了一种决策分析方法。在本文中,首先描述了属性值为区间数形式的多属性决策问题;然后通过引入决策者的风险偏好因子将区间数决策信息映射为实数值决策信息,并依据属性值与属性均值绝对偏差的大小确定了属性的权重,在此基础上依据所得权重给出了基于加权和法的方案排序方法,通过对风险偏好因子的不同取值还可进行方案排序的灵敏度分析。最后,通过一个算例说明了本文给出方法的可行性和有效性。 相似文献
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基于不完全权重信息下模糊多属性决策的供应链合作伙伴选择 总被引:1,自引:0,他引:1
针对属性权重完全未知或只有部分权重信息且属性值为三角模糊数的供应链合作伙伴选择问题,给出了一种模糊多属性决策方法.提出了一种基于置信度的定性指标的量化方法,通过求解最优化决策模型确定属性的权重,然后根据各方案到模糊理想点的相对贴近度的大小选择最优的合作伙伴. 相似文献
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一种折衷型模糊决策模型及其应用 总被引:2,自引:0,他引:2
本文针对多属性决策问题,在现有的决策方法基础上提出了一种新的折衷型模糊决策模型,并给出了有关参数的确定方法.最后应用折衷型模糊决策模型对一类飞机选购问题进行了方案的模糊优选决策分析,取得了满意的效果.该决策模型拓展和丰富了多属性决策理论,为解决同时具有定性与定量属性指标结构的多属性决策问题提供了新的有效途径. 相似文献
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本文研究了属性间有优先级别关系,各属性有满意度要求的多属性决策问题.利用属性间的优先级别关系和属性的满意度要求来确定低级别的属性对高级别的属性的补偿的大小的方法,获得了一种多属性决策信息集结方法,推广了相关文献的结果,使得决策结果更加符合实际的决策要求. 相似文献
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在多属性决策中,通常把成本性指标转换为效益性指标在进行加权综合得出方案的排序结果.然而这不是唯一可行的方法.本文在有序加权调和平均(OWHA)算子的基础上,提出了不确定组合加权调和平均(UCWHA)算子的概念,这是一种新的信息集结方法.同时探讨其性质,并且给出该算子在属性权重未知,且属性值为区间数的多属性决策中的应用.实例结果表明该方法是可行的. 相似文献
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《Optimization》2012,61(6):895-904
In this note we consider a vector-valued decision problem for finite stochastic cellular systems, based on the Pareto-minimum of vectors, components of which are average costs corresponding to the cells of the system. We give a policy-improvement algorithm and show, under which conditions a policy is optimal. 相似文献
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M.A Grove 《Operations Research Letters》1985,4(4):193-195
Fishburn's α — t model is an important example of a utility function involving a target for a random variable. Simple upper bounds for the risk function in this model are proposed for cases in which the probability distribution is either unknown, or produces complicated or intractable statements of the model. 相似文献
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Levy M和Levy H设计了一些实验,应用展望随机占优准则(PSD)给出方案的偏好序,实验结果拒绝了累积展望理论;而Wakker认为实验的数据恰恰支持了累积展望理论.试图讨论PSD准则拒绝累积展望理论的原因,PSD准则以概率的线性加权为基础,累积展望理论的重要假设是对概率进行了编译,二者存在着差异,据此,提出广义展望随机占优准则,认为在此准则下Levy M和Levy H的实验数据无法给出方案的偏好序,因此不能否认累积展望理论的正确性. 相似文献
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《Optimization》2012,61(5):733-742
In this note we consider a non-stationary stochastic decision model with vector-valued reward. Based on Pareto-optimality we define the maximal total reward as a set of vector valued total rewards, which have not a successor with respect to the underlying partially order relation. The principle of optimality is derived. Using the well-known von-Neumann-Morgenstern-property we formulate a Bellman-equation, which consists in a system of iterative set relations. 相似文献
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Karl Frauendorfer 《Mathematical Programming》1996,75(2):277-293
This work deals with the approximation of convex stochastic multistage programs allowing prices and demand to be stochastic
with compact support. Based on earlier results, sequences of barycentric scenario trees with associated probability trees
are derived for minorizing and majorizing the given problem. Error bounds for the optimal policies of the approximate problem
and duality analysis with respect to the stochastic data determine the scenarios which improve the approximation. Convergence
of the approximate solutions is proven under the stated assumptions. Preliminary computational results are outlined.
This work has been supported by Schweizerischen Nationalfonds Grant Nr. 21-39 575.93. 相似文献
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Peng Shi Eitan Altman Vladimir Gaitsgory 《Mathematical Methods of Operations Research》1998,47(2):289-315
We consider the problem of control for continuous time stochastic hybrid systems in finite time horizon. The systems considered are nonlinear: the state evolution is a nonlinear function of both the control and the state. The control parameters change at discrete times according to an underlying controlled Markov chain which has finite state and action spaces. The objective is to design a controller which would minimize an expected nonlinear cost of the state trajectory. We show using an averaging procedure, that the above minimization problem can be approximated by the solution of some deterministic optimal control problem. This paper generalizes our previous results obtained for systems whose state evolution is linear in the control.This work is supported by the Australian Research Council. All correspondence should be directed to the first author. 相似文献
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Most of the multiple objective linear programming (MOLP) methods which have been proposed in the last fifteen years suppose deterministic contexts, but because many real problems imply uncertainty, some methods have been recently developed to deal with MOLP problems in stochastic contexts. In order to help the decision maker (DM) who is placed before such stochastic MOLP problems, we have built a Decision Support System called PROMISE. On the one hand, our DSS enables the DM to identify many current stochastic contexts: risky situations and also situations of partial uncertainty. On the other hand, according to the nature of the uncertainty, our DSS enables the DM to choose the most appropriate interactive stochastic MOLP method among the available methods, if such a method exists, and to solve his problem via the chosen method. 相似文献
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《Optimization》2012,61(2):313-317
A multi-stage stochastic decision model with general reward functional is considered. We get statements with respect to criteria of optimality and to the existence of optimal strategies which generalize well-known theorems of classical theory of dynamic programming. 相似文献
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为判别决策单元在随机DEA期望值模型下的随机有效性,首次提出了随机期望无效、随机期望弱有效、随机期望有效以及随机期望超有效的概念.并给出了三个命题用于判别不同显著性水平下随机期望效率与期望效率的关系.在此基础上,得到了两个重要的性质:(1)当期望效率保持不变时,随机期望效率为显著性水平的增函数;(2)当显著性水平保持不变时,随机期望效率为期望效率的增函数.最后,利用随机模拟和一个算例对上述结论进行了验证. 相似文献