基于前景理论及云模型风险型多准则决策方法.PDF

第xx 卷 第x 期 控 制 与 决 策 xxxx 年 x 月 Vol. xx No. x Control and Decision Xxx. xxxx 文章编号: DOI: 基于前景理论及云模型风险型多准则决策方法 赵 坤 , 高建伟, 祁之强 , 李存斌 (1. 华北电力大学经济与管理学院,北京102206；2. 国华能源投资有限公司,北京100007) 摘 要: 针对具有语言评价信息，准则权系数部分已知的多准则决策问题，提出一种基于前景理论及云模型的决 策方法。该方法首先通过给出一种改进的云模型生成方法将语言评价值转化为云模型；然后通过定义云模型距离 和可能度给出云前景价值，并以其他备选方案为动态参考点，构建了云前景决策矩阵；进而依据离差最大化得出 最优权系数的基础上，通过各方案综合前景值对其进行了排序。最后通过算例验证了该方法的合理性和可靠性。 关键词: 风险型决策；云模型；前景理论；离差最大化； 中图分类号: C934 文献标志码: A A multi-criteria risky-decision-making approach based on prospect theory and cloud model Zhao Kun , Gao Jian-wei , Qi zhi-qiang , Li Cun-bin (1. School of Economics and Management，North China Electronic Power University ，Beijing 102206 ，China ； 2. Guo Hua energy investment Corporation.，Ltd ，Beijing 100007 ，China. Correspondent ：GAO Jian-wei，E-mail ： qzq8610689@126.com) Abstract: This paper investigates the risky multi-criteria decision-making problem in which the criteria value is linguistic variables, and the weighted coefficients are partially known. A decision-making approach based on Prospect theory and Cloud model is proposed. In this method, a new method for generating cloud is proposed, and the linguistic variables are converted into the cloud model based on this method. After that, the cloud distance and the cloud comparison rule are defined. Then, prospect value function of cloud model can be defined and prospect decision matrix is constructed based on all other alternatives as the dynamic reference point. After that, on the basis of the optimal criteria weig