基于综合赋权的风险型多属性决策方法

讨论了属性值是有限区间上的连续型随机变量的风险型多属性决策问题。首先,通过密度函数的变换,研究了风险决策矩阵的规范化问题。基于主客观赋权的思想,建立了一个确定综合权重的模型,并给出了求解此类问题的一种方法。最后,以属性值为区间数的多属性决策问题作为特殊情况,给出了实例。

Method for multiple attribute decision-making under risk based on synthetic weighting

The problem of multiple attribute decision-making under risk is investigated where the consequences of the alternatives are radom varibles on bounded intervals. Firstly, the problem of normalization of attributes is discussed. Based on the objective and subjective synthetic approach to determine weights, a model is proposed in order to obtain synthetic weights. Subsequently, a method for ranking alternatives is presented. At last, taking example for multi-attribute decision-making problem whose evaluations of alternatives are expressed by interval numbers, application of the new method is illustrated.