基于随机优势与概率优势的风险型多属性决策方法_姚升保.pdfVIP

Vo l. 26, No. 3 FORECA ST ING 2007 3 基于随机优势与概率优势的风险型多属性决策方法 ( 中南财经政法大学 工商管理学院, 湖北武汉 430073) : 本文讨论属性值用概率分布函数 述的风险型多属性决策问题首先, 分析了利用随机优势 述偏好 的局限性; 其次, 给出概率优势的概念, 并得出了随机优势与概率优势在比较随机变量取值优劣方面具有互补性 的结论; 再次, 针对风险型多属性决策问题, 结合随机优势与概率优势共同 述方案在单 个属性下的局部偏好, 并利用赋值级别高于关系的思想集结得到总体偏好关系; 最后给出了一个实例, 计算结果表明: 与文献中仅用随 机优势 述偏好的方法相比, 本文所给的决策方法的求解结果要好 : 随机优势; 概率优势; 风险型多属性决策; 赋值级别高于关系 : C934 : A : 1003-5192( 2007) 03- 0033- 06 A M ethod Based on Stochastic Dom inance and Probability Dom inance forM ult-i attribute DecisionM aking under R isk YAO Sheng-bao (School of B usiness A dm in istrat ion, Zhong nan Un iv ersity of E conom ics and L aw, W uhan 430073, Ch ina) Abstract: T h is pape investigates the p oblem of mu ltiple att ibute dec ision m aking unde isk w he e the consequences of the a lte na tives a e andom va iables. F i stly, the lmi itations of sto chastic dom inance in desc ibing decision m ake . s p efe ence a e ana ly zed. Secondly, the concept of p obability dom inance is p esented. It is po inted out that stochastic dom inance and p obab ility dom inance can com pensa te each othe in com pa ing andom va iab les. Th i d ly, a decision m ode l based on stochastic dom inance and p obability dom inance fo mu lt-i att ibute dec ision m aking unde isk is p o- posed. In the new model, the g lobal p efe ence is agg ega ted by the p ocedu e in ELECTRE- m ethod. A t last, the m ethod is illust a ted by a ea l ex am ple. The esu lts show s that the m ethod p esen ted in th is pape can mode l the decision m ake . s p efe ence m o e p ec isely than those in the lite atu e. K ey words: stochastic dom inance; p ob