基于属性间交互作用指标的多属性决策方法

doi:10.12005/orms.2018.0199

运筹与管理 ›› 2018, Vol. 27 ›› Issue (9): 1-7.DOI: 10.12005/orms.2018.0199

• 理论分析与方法探讨 • 下一篇

基于属性间交互作用指标的多属性决策方法

张宇宁^1,2, 侯福均¹

1.北京理工大学管理与经济学院,北京 100081;
2.华融证券股份有限公司,北京 100033

收稿日期:2017-01-18 出版日期:2018-09-25
作者简介:张宇宁(1982-),男,博士研究生,研究方向:模糊决策;侯福均(1967-),男,副教授,博士生导师,研究方向:决策理论与方法,不确定理论及应用。
基金资助:
国家自然科学基金资助项目(71371030,71271029,71401003,71561022)

Approach to Multi-attribute Decision Making Based onInteraction Index among Attributes

ZHANG Yu-ning^1,2, HOU Fu-jun¹

1.School of Management and Economics, Beijing Institute of Technology, Beijing 100081, China;
2.Huarong Securities Co., Ltd., Beijing 100033, China

Received:2017-01-18 Online:2018-09-25

摘要/Abstract

摘要： 多属性决策问题的各属性之间通常存在关联,而这种关联对决策的影响不可以忽略。基于属性间的交互作用指标,本文提出了一种新的评价函数,并研究了该评价函数的性质。首先,本文详细介绍了合作对策中几个常用的交互作用指标的概念。然后,提出了基于属性间交互作用指标的交互加权评价函数,简称为IWE函数。同时,本文给出了IWE函数的相关性质,并讨论了IWE函数与Choquet积分算子的联系与区别。最后,以算例验证本文所提方法在多属性决策中的合理性与有效性。

关键词: 合作对策, 多属性决策, 交互作用指标, Choquet积分

Abstract: There is a correlation between the attributes which cannot be ignored in multi-attribute decision making problems. This paper proposes a new series of weighted evaluation functions based on interaction index among attributes in multi-attribute decision making. Some properties of the proposed evaluation function are also discussed. First, we introduce several frequently-used concepts of interaction index in cooperative games. Then, we propose a series of interaction weighted evaluation(IWE)functions based on referred interaction index. Some properties of these IWE functions are given. Meanwhile, the relationship and difference between IWE functions and Choquet integral are discussed. Lastly, a numerical example is used to illustrate the feasibility and validity of the proposed method.

Key words: cooperative game, multi-attribute decision making, interaction index, choquet integral

中图分类号:

C931

张宇宁, 侯福均. 基于属性间交互作用指标的多属性决策方法[J]. 运筹与管理, 2018, 27(9): 1-7.

ZHANG Yu-ning, HOU Fu-jun. Approach to Multi-attribute Decision Making Based onInteraction Index among Attributes[J]. Operations Research and Management Science, 2018, 27(9): 1-7.

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基于属性间交互作用指标的多属性决策方法

Approach to Multi-attribute Decision Making Based onInteraction Index among Attributes

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