运筹与管理Issue(3)：20-26,7.
有限理性条件下考虑决策者动态期望的多属性决策方法
Method for Multiple Attribute Decision Making Considering Decision Maker’ s Dynamic Aspiration Under Bounded Rationality
摘要
Abstract
This paper proposes a method based on cumulative prospect theory to solve the multiple attribute deci-sion making problems with decision maker’ s dynamic aspiration.In this paper, the psychological behavioral fac-tors of decision makers are considered firstly, and the dynamic aspiration of the decision maker with respect to each attribute at different periods is chosen as the reference point.Then, the decision matrix with normal random variables is transformed into the decision matrix of gains or losses relative to each reference point.Furthermore, considering the decision maker’ s different psychological attitudes toward gains and losses in decision maker ’ s mind, the prospect value of each alternative at each phase is calculated based on cumulative prospect theory, and the comprehensive prospect value of each alternative throughout the whole period is calculated .Based on the obtained comprehensive prospect values, a ranking of alternatives is determined.Finally, a numerical example is used to illustrate the feasibility and validity of the proposed method.关键词
决策理论/多属性决策/累积前景理论/心理行为Key words
theory of decision making/multiple attribute decision making/cumulative prospect theory/psychol-ogical behavior分类
管理科学引用本文复制引用
姜广田..有限理性条件下考虑决策者动态期望的多属性决策方法[J].运筹与管理,2015,(3):20-26,7.基金项目
国家自然科学基金资助项目（71271050，71301015）；教育部人文社会科学研究规划基金资助项目 （）
