基于集对分析的区间概率随机多准则决策方法.pdfVIP

第24 卷第12 期 控 制 与 决 策 2009 年12 月 Vol. 24 No . 12 Control and Decision Dec. 2009 :2009) 王坚强, 龚 岚 ( , 4 10083) : 定义了区间概率空间以及区间概率随机变量. 针对准则权重确知且准则值为区间概率随机变量的 准则决 策问题, 提出一种基于集对分析的决策方法. 该方法首先根据离差最大化, 确定各随机变量的概率, 将区间型概率问 题转化为经典的确定型概率问题; 然后利用集对分析建立规划模型, 将区间状态值用联系数表示, 并根据集对势序准 则对方案进行排序; 最后通过实例说明该方法的有效性和可行性. : 区间概率随机变量; 集对分析; 离差最大化; 准则决策 : C934 : A Interval probability stochastic multicriteria decisionmaking approach based on set pair analysis WA N G J ianqiang , GON G L an ( School of B siness, Central So th University , Changsha 410083, China. Correspondent: WANG Jianqiang, Email: jqw ang@ cs . ed . cn) Abstract: Interval probabilit y space and random variable w ith interval probability and interval stat s val e, called interval probability interval random variable, are defined. For a kind of m lt i criteria decisionmaking problem, in w hich the criteria w eights are precisely known and t he criteria val es are interval probability interval random variable, an approach based on set pair analysis is proposed. In this approach, the algorithm of maximizing deviation is adopt ed to get t he exact probability. The problem of interval probability can be transfer to the classic problem of exact probability . T hen the set pair analysis is sed to rank the alternatives. Finally, an example is sed to show the feasibility and effect iveness of the method. Key words: Interval probability interval random variable; Set pair analysis; Algorit hm of maximizing deviation; M lti criteria decisionmaking 1 引 言 . [ 59] 1 . 2, 3 , , .