基于前景理论的相同无差异区间型多指标匹配决策方法.pdfVIP

系统科学与数学 J. Sys. Sci. Math. Scis. 33(12) (2013, 12), 1447-1455 基于前景理论的相同无差异区间型 多指标匹配决策方法 乐琦 (江西财经大学信息管理学院，南昌 330013) 摘要针对带有主体期望值的相同无差异区间型多指标匹配决策问题，提出一种基于前景 理论的方法.文章考虑了主体心理行为因素;以每个主体对各指标的期望值作为其参照点， 计算了各指标值相对于参照点的收益和损失;依据前景理论思想和无差异区间型指标的特 征，计算了收益和损失的价值;进而依据简单加权原则，通过计算每个主体针对对方主体的 前景值建立前景矩阵，并进行规范化;进一步地，依据规范化前景矩阵，构建了多目标优化 模型，使用线性加权法将多目标优化模型转化为单目标优化模型，通过求解该模型获得匹 配方案;实例分析表明了所提方法的可行性和有效性. 关键词多指标匹配决策，无差异区间型，期望值，前景理论，优化模型. MR(2000) 主题分类号 90B50 THE SAME INDIFFERENCE INTERVAL MULTIPLE CRITERIA MATCHING DECISION METHOD BASED ON PROSPECT THEORY YUEQi (School of Information Management, Jiangxi University of Finance and Economics, Nαnchang 330013) Abstract This paper proposes a method based on prospect theory to solve the same indifference interval multiple criteria matching decision problems with agents aspiration. In this paper, the agents psychological behavior is considered. Firstly, the aspirations given by agents with respect to criterion are regarded as the refer- ence points. Secondly, the gain and loss of each criterion relative to the reference *国家自然科学基金 (71261∞7，，教育部人文社会科学基金 (12YJC630080)，江西省自然科学基金 (20132BAB201015)，江西省教育厅科学技术研究 (GJJI3292) 资助课题. 收稿日期: 2013户01-18，收到修改稿日期: 2013国03-ω. 1448 系统科学与数学 points are calculated. According to the idea of prospect theory and characteristic of indifIerence interval criterion, the values of gains and losses are calculated. And then based on simple weighted principle, the prospect matrixes are constructed by calculating prospect values of agents with respect to the agents on the other side. After that, the prospect matrixes are normalized. Further, according to the normal- ized prospect matrixes, a multi-objective optimization model is developed. By using linear weighted method, the multi-objective optimization model is transformed into a singl萨objective optimization model. The matching alternative is obtained by solving the model. Finally, some examples are given to illustrate the feasibility and validity of