一种考虑属性具有关联性的正态随机多属性决策方法

运筹与管理 ›› 2011, Vol. 20 ›› Issue (5): 20-26.

一种考虑属性具有关联性的正态随机多属性决策方法

刘洋, 樊治平, 张尧

东北大学工商管理学院,沈阳 110004

收稿日期:2010-09-23 出版日期:2011-10-25
作者简介:刘洋(1978-),男,辽宁沈阳人,讲师,博士,研究方向:决策理论与方法。
基金资助:
国家创新研究群体科学基金资助项目(71021061);国家自然科学基金资助项目(71001020, 71071029);中央高校基本科研业务费专项资金资助项目(N100406012, N100406004)。

A Method for Normal Stochastic Multiple Attribute Decision Making Considering Interactions among Attributes

LIU Yang, FAN Zhi-ping, ZHANG Yao

School of Business Administration, Northeastern University, Shenyang 110004, China

Received:2010-09-23 Online:2011-10-25

摘要/Abstract

摘要： 针对属性具有关联性的正态随机多属性决策问题,给出一种决策方法。首先,将正态随机变量形式的属性值进行规范化;然后,在考虑属性之间具有关联性的情况下,运用正态随机变量计算公式和Choquet积分计算公式,对规范化后的属性值进行集结,得到各方案的正态随机变量形式的综合评价值。进一步地,依据事先定义的正态随机变量的序关系确定规则,对各方案的综合评价值进行排序,进而确定方案的排序结果。最后,通过一个算例说明了本文给出方法的可行性和有效性。

关键词: 随机多属性决策, 正态随机变量, Choquet积分, 方案排序

Abstract: In this paper, a novel method is proposed to solve normal stochastic multiple attribute decision making problems where interactions among attributes are considered. Firstly, attribute values in the form of normal random variables are unified. Then, considering the interactions among attributes, the overall evaluation values in the form of normal random variables are calculated by aggregating the unified attribute values using normal random variables operation formulas and Choquet integral formulas. Furthermore, the ranking of alternatives is determined by comparing the overall evaluation values using the pre-defined order relations between normal random variables. Finally, the feasibility and validity of proposed method are illustrated by a numerical example.

Key words: stochastic multiple attribute decision making, normal random variable, choquet integral, alternative ranking

中图分类号:

刘洋, 樊治平, 张尧. 一种考虑属性具有关联性的正态随机多属性决策方法[J]. 运筹与管理, 2011, 20(5): 20-26.

LIU Yang, FAN Zhi-ping, ZHANG Yao. A Method for Normal Stochastic Multiple Attribute Decision Making Considering Interactions among Attributes[J]. Operations Research and Management Science, 2011, 20(5): 20-26.

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