不确定风险偏好下的直觉模糊匹配决策方法

林杨,王应明,陈圣群

系统科学与数学 ›› 2017, Vol. 37 ›› Issue (1) : 212-225.

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PDF(474 KB)
系统科学与数学 ›› 2017, Vol. 37 ›› Issue (1) : 212-225. DOI: 10.12341/jssms13055
论文

不确定风险偏好下的直觉模糊匹配决策方法

    林杨1,王应明2,陈圣群3
作者信息 +

Approach for Intuitionistic Fuzzy Matching Decision Making Under Uncertain Risk Preference

    LIN Yang1 ,WANG Yingming2 ,CHEN Shengqun3
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文章历史 +

摘要

针对匹配信息为直觉模糊偏好关系的双边匹配问题, 给出一种考虑主体风险偏好态度的决策方法. 首先, 定义了加性一致性直觉模糊偏好关系; 然后, 综合考虑主体给定的偏好关系以及风险偏好参数, 建立并求解一种一致性偏差最小的非线性规划模型, 从而获得最优排序向量; 进而将其作为相应匹配对象的匹配度信息. 在此基础上, 构建最大化双方匹配度之和的多目标匹配模型, 使用极大极小法转化为单目标线性规划模型, 求解模型得到匹配结果; 最后, 通过一个算例表明所提方法的可行性与有效性.

Abstract

A matching decision-making method based on intuitionistic fuzzy preference relation (IFPR) was proposed to solve the bilateral matching problem considering agents' risk preference attitude. Firstly, we give a new definition of the additive consistent IFPR. After that, for any IFPR given by agents, a formula involves agent's risk preference attitude, is presented to obtain the optimal priorities by minimizing its deviation from the consistent IFPR. Then, a multi-objective optimization model maximized matching degree of both sides, which derived from priorities, was constructed. The minimax method based on membership function is used to transform the optimization model into a single-objective linear programming model, and the matching result obtained by solving this model. Finally, the example analysis shows the feasibility and validity of the proposed method.

关键词

直觉模糊偏好关系 / 排序向量 / 风险偏好 / 优化模型 / 匹配决策.

引用本文

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林杨 , 王应明 , 陈圣群. 不确定风险偏好下的直觉模糊匹配决策方法. 系统科学与数学, 2017, 37(1): 212-225. https://doi.org/10.12341/jssms13055
LIN Yang , WANG Yingming , CHEN Shengqun. Approach for Intuitionistic Fuzzy Matching Decision Making Under Uncertain Risk Preference. Journal of Systems Science and Mathematical Sciences, 2017, 37(1): 212-225 https://doi.org/10.12341/jssms13055
中图分类号: 90B50   
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