工程项目投资方案评价方法的研究-基于广义λ-Shapley Choquet积分

doi:10.12005/orms.2016.0101

摘要/Abstract

摘要： 随着社会的发展,工程项目投资方案选择所受的影响因素越来越多。方案的属性值呈现出不确定性、模糊性的特征。文章对工程项目投资方案的主要影响因素进行了系统全面的分析,构造出影响因素的指标体系(即属性集)。为应对不确定信息和降低决策者的决策难度,让决策者利用所构建的语言变量给出方案属性值的定性判断,然后利用所构建的语言变量和三角模糊数之间的对应关系,将其转化为相应的三角模糊数,从而得到相应的定量模糊判断。为得到最优的综合投资方案,同时考虑属性间的交互作用,文章利用非可加测度及广义λ-Shapley Choquet积分来计算投资方案的综合评价值,属性权重由广义Shapley函数确定。基于此,给出了工程项目投资方案选择的一个新评价方法。最后,通过一个实际案例分析来验证所给方法的可行性和有效性。

关键词: 项目投资, 因素指标, 广义Shapley函数, 三角模糊数, Choquet积分

Abstract: With the socioeconomic development, project investment projects are influenced by more and more factors. The attribute values of projects show the characteristics of uncertainty and fuzziness. This paper analyses the influential factors of project investment projects and constructs the index system of influential factors(namely, the set of attributes). To cope with fuzzy information and reduce the difficulty of the decision making, the decision makers are permitted to apply the language variables to express their qualitative judgments. Then, the given language variables are converted into triangular fuzzy numbers by using their built relationship. After that, we can obtain the quantitative fuzzy judgments. To derive the comprehensive optimal investment project and indicate the interactions between the attributes, the paper uses non-additive measures, Shapley function and the generalized-Shapley Choquet integral to calculate the comprehensive values of investment projects. As a series of development, a new method to project investment projects is developed. Finally, a practical numerical example is furnished to show the feasibility and effectivity of the proposed procedure.

Key words: project investment, factor index, generalized shapley function, triangular fuzzy number, choquet integral

中图分类号:

C934

孟凡永,王琛,张艳萌. 工程项目投资方案评价方法的研究-基于广义λ-Shapley Choquet积分[J]. 运筹与管理, 2016, 25(3): 186-194.

MENG Fan-yong, WANG Chen, ZHANG Yan-meng. Approach to Project Investment Projects Based on the Generalized-Shapley Choquet Integral[J]. Operations Research and Management Science, 2016, 25(3): 186-194.

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