灰色随机多准则决策的优劣势排序法.pdfVIP

第24 卷第5 期 控 制 与 决 策 2009 年5 月 Vol.24 No.5 Cont rol and D ec is i on May 2009 :2009) 王坚强, 任世昶, 陈晓红 ( , 410083) : 针对准则值具有灰色性和随机性两种信息不确定的多准则决策问题, 出 一种灰色随机多准则决策方法. 通过对灰数与白数比较的定义, 将随机支配规则推广到对灰色随机变量型准则值的处理中, 得出方案之间的随机支 配关系; 利用 一般性准则对该随机支配关系进行转换, 构建出优势矩阵和劣势矩阵, 得出每 一方案的优势流和劣势 流, 进而确定出方案的排序. 最后通过算例说明了所 出方法的可行性和有效性. : 灰色随机变量; 随机支配; 优劣势排序法 : C934 : A Superiority and inferiority ranking method for grey stochastic multicriteria decisionmaking WA N G J ianqiang , REN S hic hang , CH EN X i aohong ( School of usiness, Central South University, Changsha 410083, China. Correspondent: WANG Jianqiang, Email:jqw ang@ csu. edu.cn) Abstract: For the multi criteria decisionmaking problems in which the criteria value of alternatives is in the form of grey as w ell as stochastic, a grey stochastic multi criteria decisionmaking approach is proposed by combining the stochastic dominance method and the superiority and inferiority ranking method together. In this method, as the comparison rule for grey number and w hite number is defined, the stochastic dominance method can be extended to handle the criteria value w hich is in the form of grey random variable, and the stochastic dominance relation betw een every pair of alternatives is gained. After taking generalized criterion into account , superiority matrix and inferiority matrix for the alternatives are constructed. T he superiority flow and the inferiority flow of each alternative are obtained. Finally, the feasibility and effectiveness of this approach are illustrated by an example. Key words: Grey random variable; Stochastic dominance; Superiority and inferiority ranking 1 引 言