Fundamentals of the analytic network process — multiple networks with benefits,costs, opportunities and risks

The general theory of the ANP enables one to deal with the benefits, opportunities, costs, and risks (the BOCR merits) of a decision, by introducing the notion of negative priorities for C and R along with the rating (not comparison) of the top priority alternative synthesized for each of the four merits in terms of strategic criteria to enable one to combine the four B, O, C, and R values of each alternative into a single outcome. Strategic criteria are very basic criteria individuals and groups use to assess whether they should make any of the many decisions they face in their daily operations. They do not depend on any particular decision for their priorities but are assessed in terms of the goals and values of the individual or organization. Synthesis is made with two formulas, one multiplicative and one additive subtractive that can give rise to negative overall priorities. This paper summarizes and illustrates basic complex decisions involving several control criteria under each of the BOCR merits. Thomas L. Saaty holds the Chair of University Professor, Katz Graduate School of Business, University of Pittsburgh, Pittsburgh, PA, and obtained his Ph.D. in mathematics from Yale University. Before that he was a professor at the Wharton School of the University of Pennsylvania for ten years. Prior to that he spent seven years at the Arms Control and Disarmament Agency in the State Department in Washington, DC, that carried out the arms reduction negotiations with the Soviets in Geneva. His current research interests include decision-making, planning, conflict resolution and synthesis in the brain. As a result of his search for an effective means to deal with weapons tradeoffs at the Disarmament Agency and, more generally, with decision-making and resource allocation, Professor Saaty developed The Analytic Hierarchy Process (AHP) and its generalization to dependence and feedback, the Analytic Network Process (ANP). He is co-developer of the software Expert Choice and of the software Super Decisions for decisions with dependence and feedback. He has authored or co-authored twelve books on the AHP/ANP. Professor Saaty has also written a number of other books that embrace a variety of topics, including Modern Nonlinear Equations, Nonlinear Mathematics, Graph Theory, The Four Color Problem, Behavioral Mathematics, Queuing Theory, Optimization in Integers, Embracing the Future and The Brain: Unraveling the Mystery of How It Works. His most recent book is Creative Thinking, Problem Solving & Decision Making. The book is a rich collection of ideas, incorporating research by a growing body of researchers and practitioners, profiles of creative people, projects and products, theory, philosophy, physics and metaphysics...all explained with a liberal dose of humor. He has published more than 300 referred articles in a wide variety of professional journals. He has been on the editorial boards of Mathematical Reviews, Operations Research, Naval Research Logistics Quarterly, Mathematical and Computer Modeling, Socio-Economic Planning Sciences, Applied Mathematics Letters, and several others. He also served as consultant to many corporations and government.     

基于满意度函数的群决策排序方法

针对层次分析法中决策成员对决策元素的两两比较判断值与群体偏好值往往会偏离的情形,提出基于满意度函数的群体决策排序方法.该方法利用基于离差的满意度函数,通过建立偏好度集结的目标规划来确定层次分析法中的属性权重.该方法能避免目前多数研究中仅将决策成员当成信,包提供者的情况.还能解决判断值缺失下的群体偏好度集结问题与决策成员的不同权重问题.最后给出一个具体的算例证明该方法有效.     

Optimal hierarchy structures for multi-attribute-criteria decisions

A problem of a hierarchy structure optimization is considered. Hierarchical structures are widely used in the Analytic Hierarchy Process, conjoint analysis, and various other methods of multiple criteria decision making. The problem consists in finding a structure that needs a minimum number of pair comparisons for a given total number of the alternatives. For an optimal hierarchy, the minimum efforts are needed for eliciting data and synthesizing the local preferences across the hierarchy to get the global priorities or utilities. Special estimation techniques are developed and numerical simulations performed. Analytical and numerical results suggest optimal ways of priority evaluations for practical managerial decisions in a complex environment.     

AHP中群组决策的综合判断

本文从理论上对群体决策过程程的判断矩阵几何平均综合法进行了分析。结论表明, 几何平均综合矩阵的一致性指标要小于各决策矩阵一致性指标的算术平均数。如果判断矩阵的干扰因子是随机的, 文章证明了几何平均综合矩阵将依概率收敛于一个一致性的正互反矩阵, 其排序向量刚好是各判断矩阵的几何平均综合排序向量。无疑这对于在群组决策时几何平均综合判断矩阵法的使用是重要的。     

基于心态指标的区间型多属性决策方法

针对决策者的偏好信息和决策矩阵元素均为区间数的不确定多属性决策问题,提出了一种新的决策方法.该方法引入决策者的心态指标把区间型决策矩阵转化为带心态指标的决策矩阵,再通过求解最小化最大绝对偏差的优化问题,得到属性的权重向量,利用方案的综合属性值给出各方案的排序结果.当决策者处于不同的心态时,可以通过调整其心态指标来进行决策,更加符合实际,计算简单,易于计算机上实现,应用实例表明了方法的有效性和实用性.(江西财经大学信息管理学院,江西南昌 330013)     

时序模糊多指标决策的模糊关联分析法

提出了时序模糊多指标决策问题 ,基于模糊关联分析给出了一种新的决策方法 .运用模糊集理论构建各时段的模糊加权决策矩阵 ,应用一种对模糊数排序的方法找出各时段的正、负理想方案 ,并通过所有时段各方案与正理想方案的相对模糊关联度的模糊加权和来确定最优方案 .最后给出了一个数值例子.     

面对相同供应商时市场进入决策的博弈分析

论文研究了两个销售商在拥有各自销售市场并面对相同供应商情况下的市场进入策略. 分析了单个企业进入对方市场和两个企业同时互相进入对方市场的情况, 得出了在不同情况下供应商的最优定价策略, 以及销售商们的采购数量和销售商们在各市场上输出的产品数量. 研究发现在大多数情况下销售商们的纳什均衡解为互相进入对方市场. 但是当两个市场的市场规模和价格弹性相近的时候, 销售商们面临'囚徒困境'---虽然互相进入对方的市场是市场进入博弈的纳什均衡, 但销售商的利润值均低于各自选择不进入对方市场时的收益.     

产品决策的动态溢出效应研究:来自电视节目的经验证据

在激烈的市场竞争中,企业一项重要的决策就是在差异化与跟随模仿两种产品策略之间进行抉择.然而,受限于可得数据和研究方法,国内少有与此相关的实证研究.本文搜集主流卫视的节目制播和收视数据,从而构造了单个行业主要企业的细分产品数据库,满足实证研究的数据要求.实证结果显示:主流卫视的产品决策呈现"以我为主、兼顾对手"模式,"以我为主"是指企业历史决策主导了当期决策而表现出极强的惯性特征,"兼顾对手"是指存在相互之间的动态策略互动;该策略互动是一种差异化和模仿兼具的混合策略,行业领先者倾向于差异化,追赶者则倾向于模仿;上述决策模式在不同产品中存在异质性,主打优势产品的决策受对手影响较小,非主打产品受对手影响较大,这在行业追赶者中尤为明显.进一步考察市场竞争格局对于产品收益的影响,研究发现:竞争压力对领先者存在负向挤出效应,而对追赶者呈现正向溢出效应,这与主流卫视收视差距变小的实际情况相符;节目策略越是趋同,整体收视越高,则表明中国观众的收视行为存在羊群效应.     

属性值为区间数的决策对象预期理论模型研究

针对属性值为区间数的多属性决策中不同区间数相互比较具有相同可能度的问题进行研究。根据决策者不同的风险偏好将其分为3类,对不同风险偏好类型的决策者提出相应的预期理论模型,确定区间数之间的优势关系。在此基础之上,提出决策对象优势关系及优势度矩阵,并根据优势度数值对决策对象进行排序择优。最后,通过实例验证新排序算法的科学性与有效性。     

基于概率语言熵和交叉熵的多准则决策方法

概率语言术语集既包含语言术语,又包含语言信息的概率,使初始决策信息能够得到充分的利用,有利于提高语言术语集多准则决策的科学性.鉴于此,本文针对概率语言多准则决策问题,提出了一种基于概率语言熵和概率语言交叉熵赋权的多准则决策方法.首先考虑各准则下概率语言术语集的个体效应及其相互作用,利用概率语言熵和概率语言交叉熵计算准则的权重,然后采用将有向图和0-1优先关系矩阵相结合的概率语言术语集备选方案排序方法,更加直观地得到备选方案的排序结果并得到各方案之间的优劣程度.最后,以企业战略规划问题为例进行分析,通过对比分析验证了所提方法的有效性和优越性.     

Disposing the leftovers under the consignment contract with revenue sharing: Retailer vs supplier

This paper studies the consignment contract with revenue sharing where the retailer offers two revenue share schemes between himself and his supplier from the viewpoint of inventory ownership: One is that the retailer takes charge of the unsold items,the other one is that the retailer returns the unsold items to the supplier at the end of the selling period,and the supplier disposes those overstockings.In each contract,the retailer deducts a percentage from the selling price for each sold item and transfers the balance to the supplier.The supplier solves a two-stage problem:She first chooses contract,then decides retail price and delivery quantity according to the terms of the contract chosen.With an iso-price-elastic demand model,the authors derive the retailer and suppliers’ optimal decisions for both schemes.In addition,the authors characterize how they are affected by disposing cost.The authors compare the decisions between the two schemes for disposing cost turn out to be holding cost or salvage value,respectively.The authors use numerical examples to show the supplier’s first-stage optimal decision depends critically on demand price elasticity,the disposing cost and the retailer’s share for channel cost.     

Dynamic programming methodology for multi-criteria group decision-making under ordinal preferences

A method of minimizing rankings inconsistency is proposed for a decision-making problem with rankings of alternatives given by multiple decision makers according to multiple criteria. For each criteria, at first, the total inconsistency between the rankings of all alternatives for the group and the ones for every decision maker is defined after the decision maker weights in respect to the criteria are considered. Similarly, the otal nconsistency between their final rankings for the group and the ones under every criteria is determined after the criteria weights are taken into account. Then two nonlinear integer programming models minimizing respectively the two total inconsistencies above are developed and then transformed to two dynamic programming models to obtain separately the rankings of all alternatives for the group with respect to each criteria and their final rankings. A supplier selection case illustrated the proposed method, and some discussions on the results verified its effectiveness. This work develops a new measurement of ordinal preferences’ inconsistency in multi-criteria group decision-making (MCGDM) and extends the cook-seiford social selection function to MCGDM considering weights of criteria and decision makers and can obtain unique ranking result.     

FUNDAMENTALS OF THE ANALYTIC NETWORK PROCESS- DEPENDENCE AND FEEDBACK IN DECISION-MAKING WITH A SINGLE NETWORK

The Analytic Network Process (ANP) is a multicriteria theory of measurement used to derive relative priority scales of absolute numbers from individual judgments (or from actual measurements normalized to a relative form) that also belong to a fundamental scale of absolute numbers. These judgments represent the relative influence, of one of two elements over the other in a pairwise comparison process on a third element in the system, with respect to an underlying control criterion. Through its supermatrix, whose entries are themselves matrices of column priorities, the ANP synthesizes the outcome of dependence and feedback within and between clusters of elements. The Analytic Hierarchy Process (AHP) with its independence assumptions on upper levels from lower levels and the independence of the elements in a level is a special case of the ANP. The ANP is an essential tool for articulating our understanding of a decision problem. One had to overcome the limitation of linear hierarchic structures and their     

设计智能决策支持系统的认知工程方法

基于作者近年研制我国宏观经济智能决策支持系统的经验,本文提出一种设计智能决策支持系统(IDSS)的认知工程方法。并强调智能决策支持系统这一辅助决策工具的使用旨在提高最终用户(决策者)的认知决策能力。为此,对系统功能设计和适用技术实现作了相应的探讨。     

Multiple-criteria decision support systems: The powerful tool for attacking complex,unstructured decisions

The purpose of this research is to introduce the basic concept of multiple-criteria decision support systems (MCDSS) and to provide a general framework for building an effective MCDSS, a powerful tool for managing complex, unstructured decisions. Although various techniques for multiple-criteria decision making (MCDM) have been developed, this paper investigates the functions and properties of goal programming model-based MCDSS, the role of decision makers and MCDM models in the decision-making process, and the dynamic interaction between the model and the decision maker. The potential benefits of the MCDSS are also explained.     

基于距离单元选择的距离扩展目标检测器

针对距离扩展目标所占据的各距离单元输出的信杂比在统计意义上不同的一般情况,在分析基于顺序统计的广义似然比检测(generalized likelihood ratio test based on order statistics, OS-GLRT)的基础上提出了两种改进的检测器。第一种是修正的OS-GLRT,它采用或规则,将所有可能的有效距离单元数量得到的OS-GLRT的结果进行融合后做出判决,所得到的修正的OS-GLRT无需有效距离单元数量等目标先验信息。第二种是结合双门限(dual threshold, DH)技术,通过设置固定的第一门限对有效距离单元数目进行估计,动态的第二门限形成最终的判决。与同类检测器相比,新检测器不需要距离扩展目标的先验信息,具有较好的鲁棒性。     

灰色多指标风险型决策方法研究

针对方案指标评估值为区间灰数的风险决策问题,提出了灰色多指标风险型决策的概念。将灰色系统理论的思想和方法与经典风险决策方法相融合,对风险型决策问题指标权重完全未知的且指标值为区间灰数的情况进行了探讨。利用分析技巧,建立了灰色模糊关系法及双基点法两种决策方法。在灰色模糊关系算法中,利用信息熵确定的指标权重使决策方法更符合客观要求。双基点算法在一定程度上解决了单方面基于理想点或负理想点进行决策时,未能充分利用已知信息所产生的偏差,决策更贴近于实际,应用说明了所提出的两种决策方法的合理性和算法的有效性。     

基于证据理论的多任务抢修重要度决策

针对多任务抢修重要度决策中信息类型多样、描述不确定、传递不完整、历史无记录的现象,建立了基于证据推理的重要度决策指标体系和决策模型。将不同类型定性和定量决策信息通过相应的方法转换为同一框架下的基本信度效用值,然后根据各决策信息的重要度,通过证据理论合成方法对各因素基本信度效用值进行分类逐层合成,并根据决策信息中非空信息数量提出了重要度决策的量化方法。仿真算例验证了该方法的有效性。     

Global awareness, future city design and decision making

Our world has been changing at an exponential rate.As a result of this rapid growth,we will be forced to make changes in not only the way we live in the environment but also in the environment itself such as designing the cities of the future to be in greater harmony with the increasing population and growing complexity.The paper contains both reflections on global awareness and comprehensive criteria and their priorities for choosing the most desirable city.     

关于创造性决策激励系统(CDSS)的研究

本文在决策中的创造性方面所作的研究工作有如下几点 :1　分析了片面以逻辑思维为主导的管理科学和运筹学 (MS/ OR)方法的不足 ,并回顾了在 MS/OR中有关创造性的研究现状 .2　讨论了创造性决策的概念 ,并从决策过程中的认知活动以及创造性思维和逻辑思维等角度出发讨论了与创造性决策有关的诸如决策问题、决策者、信息等要素的特点 ,建立了创造性决策的理论基础 .3　提出了利用基本的思维活动来打破决策者思维定式的方法 ,从而在一定程度上减少了人的思维中不利于创造性发挥的因素 .每个基本思维活动均带有一些启示问题 .这些启示问题使这些基本思维活动可以作为概念性工具来提供给决策者 .概念性工具使决策者的思维沿着单一、纵向的方向发展 .4　利用概念性工具 ,本文提供了一种思维模型 ,即概念图模型来反映决策者在决策过程中的思维能量分配方式 .利用概念图模型 ,决策者的思维活动得以系统化 ,并且决策者能够自由地组织和控制其在决策过程中的认知活动 .与一般 MS/ OR模型不同 ,概念图模型反映的是决策者的认知活动本身而不是其结果 .5　为决策者提供了一种完成创造性决策的合理的环境 ,即“创造性决策激励系统 (CDSS)”...