【摘要】：對多目標(biāo)決策問題 ,引進多目標(biāo)決策問題的理想點、多目標(biāo)決策問題的負(fù)理想點和任意可行解對應(yīng)的的目標(biāo)向量的概念 ;然后將多目標(biāo)決策問題的理想點、多目標(biāo)決策問題的負(fù)理想點和任意可行解對應(yīng)的的目標(biāo)向量標(biāo)準(zhǔn)化 ;再利用 AHP法計算目標(biāo)函數(shù)的權(quán)重向量 ;考慮權(quán)重后 ,定義任意可行解對應(yīng)的目標(biāo)向量的標(biāo)準(zhǔn)化向量到理想點的標(biāo)準(zhǔn)化向量 (和負(fù)理想點的標(biāo)準(zhǔn)化向量 )的加權(quán)距離 ,從而引進目標(biāo)向量與理想點的相對目標(biāo)接近度概念 ,進而提出了一種基于相對目標(biāo)接近度的多目標(biāo)決策方法 .并應(yīng)用該方法對投資組合問題進行決策
[Abstract]:For multi-objective decision problems, the concepts of ideal points of multi-objective decision-making problems, negative ideal points of multi-objective decision making problems and objective vectors corresponding to arbitrary feasible solutions are introduced. Then the ideal point of the multi-objective decision making problem, the negative ideal point of the multi-objective decision making problem and the target vector corresponding to any feasible solution are standardized, and the weight vector of the objective function is calculated by using AHP method. After considering the weight, the weighted distance between the normalized vector of the target vector corresponding to any feasible solution and the normalized vector of the ideal point (and the normalized vector of the negative ideal point) is defined. Thus, the concept of relative target proximity between target vector and ideal point is introduced, and a multi-objective decision making method based on relative target proximity is proposed. The method is used to make decision on portfolio problem.
【作者單位】： 華僑大學(xué)數(shù)學(xué)系
【分類號】：C934
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本文編號：2418059