This paper proposes a method based on prospect theory to solve the same indifference interval multiple criteria matching decision problems with agents' aspiration. In this paper, the agents' psychological behavior is considered. Firstly, the aspirations given by agents with respect to criterion are regarded as the reference points. Secondly, the gain and loss of each criterion relative to the reference points are calculated. According to the idea of prospect theory and characteristic of indifference interval criterion, the values of gains and losses are calculated. And then based on simple weighted principle, the prospect matrixes are constructed by calculating prospect values of agents with respect to the agents on the other side. after that, the prospect matrixes are normalized. Further, according to the normalized prospect matrixes, a multi-objective optimization model is developed. By using linear weighted method, the multi-objective optimization model is transformed into a single-objective optimization model. The matching alternative is obtained by solving the model. Finally, some examples are given to illustrate the feasibility and validity of the proposed method.
YUE Qi.
THE SAME INDIFFERENCE INTERVAL MULTIPLE CRITERIA MATCHING DECISION METHOD BASED ON PROSPECT THEORY. Journal of Systems Science and Mathematical Sciences, 2013, 33(12): 1447-1455 https://doi.org/10.12341/jssms12220