运筹与管理2012，Vol.21Issue(3)：44-50,7.
一种基于前景理论的风险型区间多属性决策方法
A Method for Risky Interval Multiple Attribute Decision Making Based on Prospect Theory
摘要
Abstract
This paper proposes a method based on the prospect theory to solve the risky multiple attribute decision making problems with the decision maker's(DM's) aspiration, where attribute values and probabilities are both in the form of interval numbers. In this paper, the DM's psychological behavior is considered. Firstly, aspirations are regarded as the reference points. Then, the gain and loss of each alternative with respect to each attribute concerning status are calculated. Further more, according to the concept of the prospect theory, the prospect value matrix is constructed by calculating prospect values of alternatives concerning attributes. Moreover, the overall prospect value of each alternative is calculated using the simple additive weighting method, and a ranking of alternative is obtained by constructing the possibility matrix on pairwise comparisons of overall prospect values. Finally, a numerical example is used to illustrate the feasibility and validity of the proposed method.关键词
管理科学/风险型多属性决策/前景理论/期望/收益/损失Key words
management science/ risky multiple attribute decision making/ the prospect theory/ aspiration/ gain/ loss分类
管理科学引用本文复制引用
张晓,樊治平..一种基于前景理论的风险型区间多属性决策方法[J].运筹与管理,2012,21(3):44-50,7.基金项目
国家创新研究群体科学基金资助项目(71021061) （71021061）
国家自然科学基金资助项目(90924016) （90924016）
中央高校基本科研业务费专项资金资助项目(N100606003) （N100606003）
教育部博士研究生学术新人奖资助 （）
