考虑偏好反转的区间不确定多属性决策方法-控制与决策.PDF

第31 卷 第11 期 控 制 与 决 策 2016 年 11 月 Vol. 31 No. 11 Control and Decision Nov. 2016 文章编号: 1001-0920 (2016) 11-2019-06 DOI: 10.13195/j.kzyjc.2015.0929 考虑偏好反转的区间不确定多属性决策方法 张美璟 , 王应明 , 陈圣群 , 李 锴 (1. 福州大学决策科学研究所，福州350116；2. 福建江夏学院电子信息科学学院，福州350108) 摘 要: 针对实际决策中的不确定性和偏好反转问题, 提出一种区间不确定多属性决策方法. 该方法通过证据推理 方法集结区间不确定评估信息, 采用累积前景理论代替主观期望效用理论构建方案的综合前景价值, 从而应对不确 定环境下可能的决策偏好反转, 将区间可能度用于方案综合前景价值排序. 介绍了决策过程, 给出了求解方案综合前 景价值的非线性规划模型, 并通过实例验证了方法的可行性、合理性和有效性. 关键词: 累积前景理论；证据推理；多属性决策；区间不确定；偏好反转 中图分类号: C934 文献标志码: A Approach for multiple attribute decision making under interval uncertainty considering preference reversal ZHANG Mei-jing , WANG Ying-ming , CHEN Sheng-qun , LI Kai (1. Institute of Decision Sciences，Fuzhou University ，Fuzhou 350116 ，China ；2. College of Electrionic and Information Science，Fujian Jiangxia University ，Fuzhou 350108 ，China ．Correspondent ：WANG Ying-ming ，E-mail ：ymwang@ fzu.edu.cn) Abstract: Aiming at the uncertainty and preference reversal in practical decision making problems, an approach for multi- attribute decision making under interval uncertainty is proposed. The interval assessments are integrated by the evidential reasoning. Then the prospect value of each alternative is worked out by using cumulative prospect theory, substituting for the subjective expected utility theory, to handle with preference reversal in possibility under uncertainty, and the interval possibility degree is used to order all alternatives. The process of decision maki