基于Hurwicz的概率不确定的灰色随机多准则决策方法
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中南大学商学院,长沙410083.

作者简介:

王坚强

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中图分类号:

C934

基金项目:

国家自然科学基金项目(71271218);国家创新研究群体科学基金项目(71221061);湖南省自然科学基金项目(14JJ2009).


Grey stochastic multi-criteria decision-making approach based on Hurwicz with uncertain probability
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School of Business,Central South University,Changsha 410083,China.

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    摘要:

    首先定义了扩展灰数的可能度和距离公式; 然后针对方案准则值为扩展灰数的不确定多准则决策问题, 提出一种基于Hurwicz 的概率不确定的灰色随机多准则决策方法. 该方法通过使用扩展灰数的可能度和Hurwicz准则求得各方案在各准则下的评价值, 经规范化后得到标准效用值决策矩阵; 利用扩展灰数的距离和TODIM思想计算决策者对每个方案的损益感知价值及方案优势度, 进而计算各方案总体感知价值大小以对方案进行排序. 最后, 通过算例验证了所提出方法的可行性和有效性.

    Abstract:

    The possibility degree and distance of extended grey numbers are defined. For multi-criteria decision-making problems, where the probabilities are uncertain and the criteria values of alternatives can be extended grey numbers, a grey stochastic multi-criteria decision-making approach based on Hurwicz with uncertain probability is proposed. By using the possibility degree of extended grey number and Hurwicz criteria, the evaluation values of each alternative for each criterion are calculated, and the standard utility value decision matrix can be obtained after normalization. The decision-maker’s perceived value of the gain or loss of every alternative is calculated according to the distance of extended grey number and basic idea of the TODIM method. Then all alternatives are ranked according to the comprehensively perceived values. Finally, an illustrative example shows the feasibility and effectiveness of the proposed approach.

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周欢 王坚强 王丹丹.基于Hurwicz的概率不确定的灰色随机多准则决策方法[J].控制与决策,2015,30(3):556-560

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  • 收稿日期:2014-01-10
  • 最后修改日期:2014-04-03
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  • 在线发布日期: 2015-03-20
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