多属性群决策问题中基于最小叉熵的权重集成方法
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作者单位:

(中国地质大学(北京) 人文经管学院,北京 100083)

作者简介:

何大义(1973-),男,副教授,博士,从事优化理论与方法、决策理论与方法等 研究;陈小玲(1991-),女,硕士生,从事决策理论与方法、聚类分析的研究.

通讯作者:

E-mail: hedy@cugb.edu.cn

中图分类号:

C934

基金项目:

中央高校基本科研业务费优秀教师项目(2-9-2015-033).


Weight aggregation method based on principle of minimum cross-entropy in multiple attribute group decision-making
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Affiliation:

(School of Humanities and Economic Management, China University of Geosciences(Beijing), Beijing 100083, China)

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    摘要:

    基于决策者的效用函数,通过将 客观属性值矩阵转换为主观属性值矩阵来反映决策者对属性值的不同判断.首先通过使用熵权法,依据属性的 主观值矩阵和客观值矩阵分别确定属性的主观权重和客观权重;然后基于最小叉熵准则构建优化模型,将所有 决策者的主观属性权重综合成一个权重向量;最后,再次利用最小叉熵准则集成属性的主观权重和客观 权重.所提出方法充分考虑了所有决策者对多属性决策问题的不同判断,提供了一种基于信息熵的可行权重集成方法.

    Abstract:

    Based on the decision-makers' utility function, the attributes value matrix is converted to the subjective attributes value matrix to reflect their subjective judgments on the attributes value. By utilizing the entropy weighting technique, the decision-maker's subjective weight and objective weight of attributes are determined individually based on the subjective attributes value matrix and attributes value matrix. Then, based on the principle of minimum cross-entropy, all decision-makers' subjective weights are integrated into a single weight vector. Then, by applying the principle of minimum cross-entropy again, a weight aggregation method is proposed to combine the subjective and objective weight of attributes. Finally, a multiple attribute group decision-making(MAGDM) example of project choosing is presented to illustrate the procedure of the proposed method. The method proposed fully takes all decision-makers’ various evaluation on a multiple attribute decision-making(MADM) problem into consideration, which provides a feasible method based on the information-theoretic entropy to aggregate weights in MAGDM problems.

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何大义,陈小玲,许加强.多属性群决策问题中基于最小叉熵的权重集成方法[J].控制与决策,2017,32(2):378-384

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  • 收稿日期:2015-09-05
  • 最后修改日期:2015-09-05
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  • 在线发布日期: 2017-02-13
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