基于分数阶随机占优准则的随机多属性决策
CSTR:
作者:
作者单位:

1.江西水利电力大学工商管理学院;2.江西水利电力大学理学院

作者简介:

通讯作者:

中图分类号:

C934

基金项目:

国家自然科学基金面上项目(72271113);江西省自然科学(20232ACB201003,20232BAB201022);江西省研究生创新专项资金项目(YC2025-5240)


A stochastic multiple-attribute decision making method based on fractional-order stochastic dominance criteria
Author:
Affiliation:

Fund Project:

  • 摘要
  • |
  • 图/表
  • |
  • 访问统计
  • |
  • 参考文献
  • |
  • 相似文献
  • |
  • 引证文献
  • |
  • 资源附件
  • |
  • 文章评论
    摘要:

    随机占优准则已被广泛应用于随机多属性决策研究中,用于量化比较决策者对备选方案的偏好,现有研究主要采用一阶和二阶随机占优准则.针对一阶随机占优准则对分布条件要求较为苛刻,而二阶随机占优准则仅适用于风险厌恶型决策者的局限性,本文提出基于分数阶随机占优准则的随机多属性决策方法.首先定义分数阶随机占优度,它既包含整数阶随机占优度,又适用于效用函数具有局部凸性的决策者.为准确确定属性的权重,分别采用最优最劣法和累积剩余熵法确定属性的主、客观权重,并基于博弈论得到组合权重.结合分数阶随机占优度与确定的组合权重,利用PROMETHEE Ⅱ法得到备选方案的排序结果.实际数值算例结果表明,基于分数阶随机占优准则的决策方法具有较高的准确性和较强的稳健性.本文的研究丰富了随机多属性决策理论体系,为复杂不确定环境下的方案优选提供了有效理论工具.

    Abstract:

    The stochastic dominance criterion has been extensively applied in stochastic multiple-attribute decision making as a robust tool for quantitatively comparing decision-makers’ preferences over alternatives. Existing research predominantly relies on first-order and second-order stochastic dominance criteria. In view of the limitations that the first-order stochastic dominance criterion imposes strict requirements on distribution conditions, while the second-order stochastic dominance criterion is only applicable to risk-averse decision-makers, this paper proposes a stochastic multiple-attribute decision making method based on fractional-order stochastic dominance criteria. First, the fractional-order stochastic dominance degree is defined, which can measure the dominance degree between two alternatives in a more accurate and flexible manner. To determine attribute weights accurately, both the Best-Worst Method and the Cumulative Residual Entropy method are adopted to derive subjective and objective weights, respectively, and these are subsequently combined through game-theoretic aggregation to obtain attribute weights combination. Then, the PROMETHEE?II method is applied to rank the alternatives and identify the optimal alternative. Numerical examples show the effectiveness and robustness of the proposed approach, highlighting its broader applicability compared with conventional methods, and offering an effective theoretical tool for alternative selection under complex uncertain environments.

    参考文献
    相似文献
    引证文献
引用本文
相关视频

分享
文章指标
  • 点击次数:
  • 下载次数:
  • HTML阅读次数:
  • 引用次数:
历史
  • 收稿日期:2026-03-04
  • 最后修改日期:2026-07-10
  • 录用日期:2026-07-13
  • 在线发布日期: 2026-08-04
  • 出版日期:
文章二维码