基于前景理论的相同无差异区间型多指标匹配决策方法

乐琦

系统科学与数学 ›› 2013, Vol. 33 ›› Issue (12) : 1447-1455.

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系统科学与数学 ›› 2013, Vol. 33 ›› Issue (12) : 1447-1455. DOI: 10.12341/jssms12220
论文

基于前景理论的相同无差异区间型多指标匹配决策方法

    乐琦
作者信息 +

THE SAME INDIFFERENCE INTERVAL MULTIPLE CRITERIA MATCHING DECISION METHOD BASED ON PROSPECT THEORY

    YUE Qi
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文章历史 +

摘要

针对带有主体期望值的相同无差异区间型多指标匹配决策问题,提出一种基于前景理论的方法. 文章考虑了主体心理行为因素;以每个主体对各指标的期望值作为其参照点, 计算了各指标值相对于参照点的收益和损失; 依据前景理论思想和无差异区间型指标的特征,计算了收益和损失的价值; 进而依据简单加权原则,通过计算每个主体针对对方主体的前景值建立前景矩阵, 并进行规范化;进一步地, 依据规范化前景矩阵, 构建了多目标优化模型,使用线性加权法将多目标优化模型转化为单目标优化模型,通过求解该模型获得匹配方案; 实例分析表明了所提方法的可行性和有效性.

Abstract

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.

关键词

多指标匹配决策 / 无差异区间型 / 期望值 / 前景理论 / 优化模型.

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乐琦. 基于前景理论的相同无差异区间型多指标匹配决策方法. 系统科学与数学, 2013, 33(12): 1447-1455. https://doi.org/10.12341/jssms12220
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
中图分类号: 90B50   
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