本文選題：灰色隨機 + 多準則決策　； 參考：《控制與決策》2017年06期

【摘要】：針對準則值和狀態(tài)概率均為區(qū)間灰數的灰色隨機多準則決策問題,在考慮決策者的風險態(tài)度及心理行為的情境下,給出一種基于后悔理論的決策方法.首先將原始準則值轉化為標準灰數,同時進行規(guī)范化處理,得到各狀態(tài)下的標準灰色風險決策矩陣;然后依據后悔理論,定義灰色感知效用函數,構造決策者對方案集的灰色綜合感知效用最大化的多目標優(yōu)化模型,并解出最優(yōu)權重向量,得到各方案的最優(yōu)灰色感知效用值且排序;最后,通過實例驗證所提出方法的可行性和有效性.
[Abstract]:In this paper, a decision method based on regret theory is proposed to solve the grey stochastic multi-criteria decision making problem in which the criterion value and the state probability are interval grey numbers. In the context of the decision maker's risk attitude and psychological behavior, a decision method based on regret theory is presented. Firstly, the original criterion value is transformed into the standard grey number, and the standard grey risk decision matrix is obtained by normalization, and then the grey perceptual utility function is defined according to regret theory. Construct the multi-objective optimization model of the decision maker to maximize the grey comprehensive perceptual utility of the scheme set, and solve the optimal weight vector, get the optimal grey perceptual utility value of each scheme and sort it; finally, An example is given to verify the feasibility and effectiveness of the proposed method.
【作者單位】： 南京航空航天大學經濟與管理學院;上海立信會計金融學院統(tǒng)計與數學學院;江南大學商學院;
【基金】：國家自然科學基金項目(11101283,71503103) 國家社科基金重點項目(12AZD102) 歐盟第7研究框架瑪麗居里國際人才引進計劃Fellow項目(FP7-PIIF-GA-2013-629051) 江蘇自然科學基金項目(BK20150157) 江蘇社科基金項目(14GLC008)
【分類號】：N941.5;O225
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本文編號：2031183