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1、第23卷第4期運(yùn)籌與管理Vol.23,No.42014年8月OPERATIONSRESEARCHANDMANAGEMENTSCIENCEAug.2014考慮決策者給出部分屬性期望的風(fēng)險(xiǎn)型多屬性決策方法劉云志,樊治平(東北大學(xué)工商管理學(xué)院,遼寧沈陽(yáng)110819)摘要:針對(duì)決策者給出部分屬性期望的風(fēng)險(xiǎn)型多屬性決策問(wèn)題,提出了一種決策分析方法。在該方法中,首先,依據(jù)決策者在各自然狀態(tài)下給出的屬性期望信息,將原始決策問(wèn)題轉(zhuǎn)化為沒(méi)有屬性期望和具有屬性期望的兩個(gè)獨(dú)立的風(fēng)險(xiǎn)型多屬性決策問(wèn)題;然后,針對(duì)沒(méi)有屬性期望的風(fēng)險(xiǎn)型多屬性決策問(wèn)題,依據(jù)期望效用理論,計(jì)算各
2、屬性下屬性值所對(duì)應(yīng)的效用值,進(jìn)而得到每個(gè)方案的綜合效用值;進(jìn)一步地,針對(duì)具有屬性期望的風(fēng)險(xiǎn)型多屬性決策問(wèn)題,依據(jù)累積前景理論,將決策者給出的屬性期望視為屬性的參照點(diǎn),進(jìn)而計(jì)算各屬性值的前景價(jià)值及決策權(quán)重函數(shù)值并計(jì)算每個(gè)方案的綜合累積前景值;在此基礎(chǔ)上,計(jì)算得到每個(gè)方案的總體效用值,并依據(jù)總體效用值的大小對(duì)所有方案進(jìn)行排序。最后,通過(guò)一個(gè)算例說(shuō)明了該方法的可行性和有效性。關(guān)鍵詞:管理科學(xué)與工程;風(fēng)險(xiǎn)型多屬性決策;期望效用理論;累積前景理論;屬性期望;方案排序中圖分類號(hào):C934文章標(biāo)識(shí)碼:A文章編號(hào):1007-3221(2014)04-0087-0
3、9MethodforRiskyMultipleAttributeDecisionMakingConsideringDecisionMaker’sPartialAttributeAspirationsLIUYun-zhi,FANZhi-ping(SchoolofBusinessAdministration,NortheasternUniversity,Shenyang110819,China)Abstract:Thispaperproposesamethodfortheriskymultipleattributedecisionmakingprob
4、lemconsideringthedecisionmaker’spartialattributeaspirations.First,accordingtotheattributeaspirationinformationwithregardtoeachnaturestategivenbythedecisionmaker,theoriginaldecisionproblemisconvertedintothetwoinde-pendentriskymultipleattributedecisionproblems,i.e.theriskymulti
5、pleattributedecisionproblemwithoutat-tributeaspirationsandtheriskymultipledecisionproblemwithattributeaspirations.Then,fortheriskymultipleattributedecisionproblemwithoutattributeaspirations,theutilityvalueofeachattributevalueiscalculatedac-cordingtotheexpectedutilitytheory,an
6、dthecomprehensiveutilityvalueofeachalternativecanbeobtained.Furthermore,fortheriskymultipledecisionproblemwithattributeaspirations,decisionmaker’saspiration-lev-elsareregardedasthereferencepoints.Accordingtothecumulativeprospecttheory,theprospectvalueofeachattributevalueandde
7、cisionweightarecalculated,respectively,andthecomprehensivecumulativeprospectval-ueofeachalternativecanbeobtained.Onthisbasis,theoverallutilityvalueofeachalternativeiscalculated,andtherankingresultoftheallalternativescanbedetermined.Finally,anumericalexampleisusedtoillustratet
8、hefeasibilityandvalidityoftheproposedmethod.Keywords:managementscien