具有不同类型信息的风险投资商与投资企业多指标双边匹配决策方法

中国管理科学 ›› 2014, Vol. 22 ›› Issue (2): 40-47.

具有不同类型信息的风险投资商与投资企业多指标双边匹配决策方法

万树平¹, 李登峰²

1. 江西财经大学信息管理学院, 江西南昌 330013;
2. 福州大学管理学院, 福建福州 350108

收稿日期:2011-12-15 修回日期:2012-07-10 出版日期:2014-02-20 发布日期:2014-02-18
基金资助:
国家自然科学基金重点项目（71231003）；国家自然科学基金资助项目（71061006，61263018，70861002，71171055，7124040）；教育部人文社科项目（09YGC630107）；江西省教育厅科技项目（GJJ12265）；江西省自然科学基金（20114BAB201012）；江西省社会科学“十二五”（2013）规划项目（13GL17）；江西财经大学优秀青年学术人才支持计划；教育部“新世纪优秀人才支持计划”（NCET-10-0020）；高等学校博士学科点专项科研基金资助课题（20113514110009）

Decision Making Method for Multi-attribute Two-Sided Matching Problem between Venture Capitalists and Investment Enterprises with Different Kinds of Information

WAN Shu-ping¹, LI Deng-feng²

1. College of Information Technology, Jiangxi University of Finance and Economics, Nanchang 330013, China;
2. School of Management, Fuzhou University, Fouzhou 350108, China

Received:2011-12-15 Revised:2012-07-10 Online:2014-02-20 Published:2014-02-18

摘要/Abstract

摘要： 根据现实风险投资商与投资企业双边匹配问题的特点，构建了具有不同类型信息的风险投资商与投资企业双向选择的多指标评价匹配模型，给出了一种多指标双边匹配决策方法。由于市场环境的不确定性和客观事物的复杂性，评价信息采用实数、区间数、三角模糊数、语言变量和直觉模糊数5种类型表示。选取期望水平为参照点，利用前景理论计算各指标的益损值，考虑决策者损失规避的心理行为特征，基于TODIM（葡萄牙语，Interactive and Multicriteria Decision Making首字母缩写）方法得到投资企业和风险投资商的总体感知价值，据此建立了风险投资商、投资企业总体感知价值和投资中介收益最大化的多目标优化模型，并提出了极大极小求解方法。实例分析表明决策方法的有效性和合理性。

关键词: 双边匹配, 心理行为, 前景理论, TODIM方法, 多目标决策

Abstract: According to the character of two-sided matching problem between venture capitalists and investment enterprises in real-life, the two-sided matching model between venture capitalists and investment enterprises with multiple attributes and different kinds of information is constructed and a corresponding decision method is proposed. Due to the uncertainty of market environment and complexity of objective things, real numbers, intervals, triangular fuzzy numbers, linguistic variables and intuitionistic fuzzy numbers are used to represent the evaluation information. Taking the expectation levels as the reference points, the gain or loss relative to the reference points for each attribute value is computed according to prospect theory. Considering the loss aversion trait of the decision maker's psychological behavior, the comprehensively perceived values of venture capitalists and investment enterprises are calculated by using TODIM (an acronym in Portuguese of Interactive and Multicriteria Decision Making) method.The multi-objective optimization model which maximizes the comprehensively perceived values of venture capitalists and investment enterprises and the income of investment intermediary is established. The maxmin method is proposed to solve this model and then the matching results can be obtained. The example analysis shows the effectiveness and reasonability of the method.

Key words: two-sided matching, psychological behavior, prospect theory, TODIM method, multi-objective decision making

中图分类号:

C934

万树平, 李登峰. 具有不同类型信息的风险投资商与投资企业多指标双边匹配决策方法[J]. 中国管理科学, 2014, 22(2): 40-47.

WAN Shu-ping, LI Deng-feng. Decision Making Method for Multi-attribute Two-Sided Matching Problem between Venture Capitalists and Investment Enterprises with Different Kinds of Information[J]. Chinese Journal of Management Science, 2014, 22(2): 40-47.

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