考虑决策者心理行为的混合型随机多属性决策方法

中国管理科学 ›› 2014, Vol. 22 ›› Issue (6): 78-84.

考虑决策者心理行为的混合型随机多属性决策方法

姜广田

大连交通大学经济管理学院, 辽宁大连 116028

收稿日期:2012-01-17 修回日期:2013-04-27 出版日期:2014-06-20 发布日期:2014-06-26
作者简介:姜广田（1978- ），男（汉族），辽宁大连人，大连交通大学经济管理学院，讲师，博士，研究方向：决策理论与方法.
基金资助:
国家自然科学基金资助项目（71271050，71301016）

Method for Hybrid Stochastic Multiple Attribute Decision Making Considering Decision Maker’s Psychological Behavior

JIANG Guang-tian

School of Economics and Management, Dalian jiaotong University, Dalian 116028, China

Received:2012-01-17 Revised:2013-04-27 Online:2014-06-20 Published:2014-06-26

摘要/Abstract

摘要： 针对混合型随机多属性决策问题，提出一种考虑决策者心理行为的决策分析方法。在该方法中，首先将具有离散型随机变量、灰色型随机变量和语言型变量形式的属性值规范化到区间内；然后将决策者给出的针对不同时期的属性期望视为参照点，并通过计算方案属性值与参照点的距离构建方案的益损矩阵；进一步地，依据累计前景理论，计算方案在不同属性上的收益和损失价值，并在此基础上，通过集结不同属性和不同时期的方案前景值确定各方案的综合前景值，进而依据得到的综合前景值确定方案排序结果。最后，通过一个算例说明了该方法的有效性和可行性。

关键词: 随机多属性决策, 心理行为, 累积前景理论, 方案排序

Abstract: In this paper, a method considering decision maker's (DM's) psychological behavior is proposed to solve the hybrid stochastic multiple attribute decision making problem. In the method, the attribute values in the form of discrete random variables, grey random variables or linguistic assessment terms are first unified into interval. Then, the aspiration levels proposed by DM with respect to attributes in different phases are regarded as the reference points, and the loss and gain matrix is built by calculating the distance between attribute values and reference points. Further, the gain and loss values of alternatives concerning different attributes are calculated according to cumulative prospect theory. Moreover, the overall prospect values of alternatives are determined by aggregating the values of concerning different attributes in different phases, and a ranking of alternatives can be determined according to the obtained overall prospect values. Finally, a numerical example is used to illustrate the validity and feasibility of the proposed method.

Key words: stochastic multiple attribute decision making, psychological behavior, cumulative prospect theory, alternative ranking

中图分类号:

C934

姜广田. 考虑决策者心理行为的混合型随机多属性决策方法[J]. 中国管理科学, 2014, 22(6): 78-84.

JIANG Guang-tian. Method for Hybrid Stochastic Multiple Attribute Decision Making Considering Decision Maker’s Psychological Behavior[J]. Chinese Journal of Management Science, 2014, 22(6): 78-84.

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