考虑双参照点累积前景理论的风险型群决策方法

doi:10.12005/orms.2016.0091

运筹与管理 ›› 2016, Vol. 25 ›› Issue (3): 117-124.DOI: 10.12005/orms.2016.0091

考虑双参照点累积前景理论的风险型群决策方法

李欢¹,朱建军¹,张世涛^1,2

1.南京航空航天大学经济与管理学院,江苏南京 211106;
2.安徽工业大学数理学院,安徽马鞍山 243032

收稿日期:2014-04-12 出版日期:2016-06-25
作者简介:朱建军(1976-),男,教授,博士生导师,研究方向有复杂系统评价、供应链管理等;李欢(1990-),女,研究生,研究方向有多属性决策等。
基金资助:
国家自然科学基金资助项目(71171112);江苏省高校哲学社会科学重点项目(2012ZDIXM007);江苏省高校哲学社会科学重点研究基地重大项目(2012JDXM003)

Risk Group Decision-making Method Considering Double Reference Point in Cumulative Prospect Theory

LI Huan¹, ZHU Jian-jun¹, ZHANG Shi-tao^1,2

1.College of Economics and Management, Nanjing University of Aeronautics and Astronautics, Nanjing 211106, China;
2.School of Mathematics & Physics, Anhui University of Technology, Ma’anshan 243002, China

Received:2014-04-12 Online:2016-06-25

摘要/Abstract

摘要： 针对决策者权重信息、属性值为区间数形式的风险型多属性群决策问题,提出了一种考虑双参照点累积前景理论的群决策方法。考虑预期和正理想点为双参照点,根据累积前景理论分别表示针对双参照点的价值;引入预期侧重系数,进一步得到各方案的加权累积前景值;根据离差最大化的思想建立决策者权重优化模型,据此计算各方案综合累积前景值并进行方案排序。最后运用到工程评标案例中,通过与单参照点、期望效用理论的比较验证了该方法的有效性和实用性。

关键词: 风险型群决策, 双参照点, 累积前景理论, 区间数

Abstract: To the incompleteness of weight information of decision makers and the attribute’s interval value in multi-attribute risk group decision-making, an multi-attribute risk group decision-making method which considers double reference point and cumulative prospect theory is suggested .Firstly, the value of the two preference points(expectations and positive ideal point)is obtained based on the cumulative prospect theory, and the weighted cumulative prospect value of every alternative is got by using a coefficient of bias expectation. Then, a weight optimization model is established to calculate the decision makers’ weight according to the maximizing deviations ideas, so that the alternative can be ranked by the comprehensive cumulative prospect value. Finally, the effectiveness and practicability of the proposed method are verified by the comparison with the situations(single reference point and the expected utility theory)in the application of the engineering bid evaluation case.

Key words: risk group decision-making, double reference point, cumulative prospect theory, interval number

中图分类号:

C934

李欢,朱建军,张世涛. 考虑双参照点累积前景理论的风险型群决策方法[J]. 运筹与管理, 2016, 25(3): 117-124.

LI Huan, ZHU Jian-jun, ZHANG Shi-tao. Risk Group Decision-making Method Considering Double Reference Point in Cumulative Prospect Theory[J]. Operations Research and Management Science, 2016, 25(3): 117-124.

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考虑双参照点累积前景理论的风险型群决策方法

Risk Group Decision-making Method Considering Double Reference Point in Cumulative Prospect Theory

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